> From: r-help-boun...@r-project.org
> [mailto:r-help-boun...@r-project.org] On Behalf Of Moohwan Kim
> Sent: Friday, December 11, 2009 11:01 AM
> To: r-help@r-project.org
> Subject: [R] How to calculte the power of a matrix
>
> Dear R family
>
> I have a following question.
> Suppose I have a matrix as follows, for instance:
> tau=
> 0 1 0 0 0
> 0 0 1 0 0
> 0 0 0 1 0
> 0 0 0 0 1
> 1 0 0 0 0
>
> I want to calculate (-m) power of tau, for example, m=893.
>
> When I run tau^2, the outcome is just tau.
Are you looking for the matrix power analogous to matrix
multiplication, "%*%"?
The following does it for positive integer exponents, using
the "Russian peasant" method (at least that is what we called
it in school several decades ago).
> f <- function (mat, pow)
{
# mat %*% mat %*% mat %*% ... %*% mat, pow times
ans <- diag(nrow(mat))
while (pow > 0) {
if (pow%%2)
ans <- ans %*% mat
pow <- pow%/%2
if (pow > 0)
mat <- mat %*% mat
}
ans
}
> tau <-
structure(c(0, 1, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 1, 0, 0, 0,
0, 0, 1, 1, 0, 0, 0, 0), .Dim = c(5L, 5L))
> f(tau,2)
[,1] [,2] [,3] [,4] [,5]
[1,] 0 0 0 1 0
[2,] 0 0 0 0 1
[3,] 1 0 0 0 0
[4,] 0 1 0 0 0
[5,] 0 0 1 0 0
Call solve() on its output for negative exponents.
Matrix::expm() (matrix exponential) may be of use also.
Bill Dunlap
Spotfire, TIBCO Software
wdunlap tibco.com
> Any help would be appreciated.
>
> thanks in advance.
>
> best
> moohwan
>
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