Compute the exponential of a matrix.
- a matrix, typically inheriting from the
The exponential of a matrix is defined as the infinite Taylor series
expm(A) = I + A + A^2/2! + A^3/3! + ... (although this is definitely not the way to compute it). The method for the
dgeMatrix class uses Ward's diagonal Pade' approximation with three step preconditioning.
The matrix exponential of
Cleve Moler and Charles Van Loan (2003) Nineteen dubious ways to compute the exponential of a matrix, twenty-five years later. SIAM Review 45, 1, 3--49.
Eric W. Weisstein et al. (1999) Matrix Exponential. From MathWorld, http://mathworld.wolfram.com/MatrixExponential.html
The expm package contains newer (partly faster and more accurate) algorithms for
expm() and includes
Documentation reproduced from package Matrix, version 1.1-2. License: GPL (>= 2)