On 11-03-2012, at 17:52, Spencer Graves wrote: > If my memory is correct, the archives of this list contains several > discussions of round off error problems associated with different methods for > computing things like this. The "Matrix" package (part of the base > distribution) contains a function "expm", whose help file says, "The expm > package contains newer (partly faster and more accurate) algorithms for > expm() and includes logm and sqrtm." This suggests to me that the most > numerically stable way to get an arbitrary power p of a matrix M in R might > be as follows: > > > expm(p*logm(M)) >
I have just tested and it should be this library(expm) expm((-1/2)*logm(A)) expm((-3/2)*logm(A)) Berend ______________________________________________ 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.
