expoRkit (version 0.9.4)

padm: 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.

Value

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

Details

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

References

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

See Also

expm, expm, expv