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Last data update: 2014.03.03

R: Pade approximation of dense matrix exponential.

padm	R Documentation

Pade approximation of dense matrix exponential.

Description

R wrapper of the Expokit subroutines __PADM for dense matrix exponentiation via the Pade approximation.

Usage

  padm(x, t = 1, order = 6L)

Arguments

`x`	`numeric` or `complex` matrix.
`t`	time. Default 1.
`order`	`integer`, the order of the Pade approximation. The default (6) is usually enough.

Details

The underlying Fortran routines compute the matrix exponential using a combination of scaling and squaring and the irreducible rational Pade approximation.

Value

The matrix exponential, exp(tx), as a numeric or complex matrix.

Author(s)

Niels Richard Hansen Niels.R.Hansen@math.ku.dk

References

Sidje, R. B. (1998) Expokit. Software Package for Computing Matrix Exponentials. ACM Trans. Math. Softw. 24(1), 130-156.