I use the very nice expm functions available from the expm and Matrix packages. My understanding is that for large sparse matrices the currently best methods available are Krylov subspace methods, but they are as far as I can tell not implemented in either of the packages mentioned, nor in any other R package I have found.
Does anybody know if Krylov subspace methods are available from any R package? If not, is there anybody working on this or planning to do so? If not, I might be interested in making such an implementation, because I find myself in the need of fast methods for very large sparse matrices. A third question. There exists a Fortran implementation called Expokit with an ad hoc license stating that "Permission to use, copy, modify, and distribute EXPOKIT and its supporting documentation for non-commercial purposes, is hereby granted without fee, provided that this permission message and copyright notice appear in all copies." If I choose to use Expokit and just write an interface to R, would there be any problems with having such a copyright notice in the package? Thanks, Niels -- Niels Richard Hansen Web: www.math.ku.dk/~richard Associate Professor Email: niels.r.han...@math.ku.dk Department of Mathematical Sciences nielsrichardhan...@gmail.com University of Copenhagen Skype: nielsrichardhansen.dk Universitetsparken 5 Phone: +1 510 502 8161 2100 Copenhagen Ø Denmark ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
