Routines for matrix exponentiation.
expm(x, t = 1, p = 6)# S4 method for matrix
expm(x, t = 1, p = 6)
# S4 method for ddmatrix
expm(x, t = 1, p = 6)
A numeric matrix or a numeric distributed matrix.
Scaling parameter for x.
Order of the Pade' approximation.
Returns a distributed matrix.
Formally, the exponential of a square matrix X is a power series:
\(expm(X) = id + X/1! + X^2/2! + X^3/3! + \dots\)
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).
"New Scaling and Squaring Algorithm for the Matrix Exponential" Awad H. Al-Mohy and Nicholas J. Higham, August 2009