| expm {pbdDMAT} | R Documentation |
Routines for matrix exponentiation.
expm(x, t = 1, p = 6) ## S4 method for signature 'matrix' expm(x, t = 1, p = 6) ## S4 method for signature 'ddmatrix' expm(x, t = 1, p = 6)
x |
A numeric matrix or a numeric distributed matrix. |
t |
Scaling parameter for x. |
p |
Order of the Pade' approximation. |
Formally, the exponential of a square matrix X is a power series:
expm(X) = id + X/1! + X^2/2! + X^3/3! + …
where the powers on the matrix correspond to matrix-matrix multiplications.
expm() directly computes the matrix exponential of a distributed,
dense matrix. The implementation uses Pade' approximations and a
scaling-and-squaring technique (see references).
Returns a distributed matrix.
"New Scaling and Squaring Algorithm for the Matrix Exponential" Awad H. Al-Mohy and Nicholas J. Higham, August 2009
## Not run:
# Save code in a file "demo.r" and run with 2 processors by
# > mpiexec -np 2 Rscript demo.r
library(pbdDMAT, quiet = TRUE)
init.grid()
x <- matrix("rnorm", 5, 5, bldim=2)
expm(x)
## End(Not run)