From vincent.goulet at act.ulaval.ca  Sat Nov 17 22:08:01 2007
From: vincent.goulet at act.ulaval.ca (Vincent Goulet)
Date: Sat, 17 Nov 2007 16:08:01 -0500
Subject: [Rd] Matrix exponential in R
Message-ID: <8D223180-88D9-4F65-A0CE-AAE9C541DE43@act.ulaval.ca>

Dear developeRs,

The topic has been raised quite a few times in r-devel and r-help  
before: calculation of matrix exponentials in R. We needed it in the  
actuar package at the C level and ended up cooking up our own solution  
based on expm() of package Matrix (which is itself based on Octave's).

If there is interest from the R Core Team, we (my colleague in CC and  
I) are offering to contribute an expm() function to base R, with the  
corresponding C function part of the R API for package authors to use.  
We feel this would be a welcome addition to base R.

Please share your thoughts.

Best,

---
   Vincent Goulet, Associate Professor
   ?cole d'actuariat
   Universit? Laval, Qu?bec
   Vincent.Goulet at act.ulaval.ca   http://vgoulet.act.ulaval.ca



[Rd] Matrix exponential in R
Vincent Goulet