expm(Matrix)
expm()所属R语言包:Matrix
Matrix Exponential
矩阵指数
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Compute the exponential of a matrix.
计算矩阵指数。
用法----------Usage----------
expm(x)
参数----------Arguments----------
参数:x
a matrix, typically inheriting from the dMatrix class.
一个矩阵,通常从dMatrix类继承。
Details
详情----------Details----------
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.
矩阵的指数被定义为无限的泰勒级数expm(A) = I + A + A^2/2! + A^3/3! + ...(虽然这是绝对不能的方式来计算)。 dgeMatrix类的方法使用三个步骤的预处理,病区的对角线帕德逼近。
值----------Value----------
The matrix exponential of x.
矩阵指数x。
注意----------Note----------
The expm package contains newer (partly faster and more accurate) algorithms for expm() and includes logm and sqrtm.
expm包包含更新(部分更快,更准确)expm()算法,包括logm和sqrtm。
作者(S)----------Author(s)----------
This is a translation of the implementation of the corresponding
Octave function contributed to the Octave project by
A. Scottedward Hodel <a href="mailto:A.S.Hodel@Eng.Auburn.EDU">A.S.Hodel@Eng.Auburn.EDU</a>. A bug in there
has been fixed by Martin Maechler.
参考文献----------References----------
Nineteen dubious ways to compute the exponential of a matrix, twenty-five years later. SIAM Review 45, 1, 3–49.
From MathWorld, http://mathworld.wolfram.com/MatrixExponential.html
参见----------See Also----------
Schur; additionally, expm, logm, etc in package expm.
Schur;此外,expm,logm包expm等。
举例----------Examples----------
(m1 <- Matrix(c(1,0,1,1), nc = 2))
(e1 <- expm(m1)) ; e <- exp(1)
stopifnot(all.equal(e1@x, c(e,0,e,e), tol = 1e-15))
(m2 <- Matrix(c(-49, -64, 24, 31), nc = 2))
(e2 <- expm(m2))
(m3 <- Matrix(cbind(0,rbind(6*diag(3),0))))# sparse![稀疏!]
(e3 <- expm(m3)) # upper triangular[上三角]
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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