Re: exponentiate a matrix


"questions?" <universal_used@xxxxxxxxxxx> wrote in message
news:1144982886.419810.165740@xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx

NoIdea wrote:
"questions?" <universal_used@xxxxxxxxxxx> wrote in message
news:1144885733.672703.276310@xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx
I have a rate matrix say Q. It has only real eigen values.
The trouble is: I want to exponentiate the matrix to a small power. In
other worlds, the Exp(Q*power) is very close to an Identity matrix in
a
sense that the off diagonal are very close to zero, but diagonal is
very close 1.

I used the GNU Scientific library, but it occasionally gaves negative
entries when the powers are small. Exp(Q*power) is a transition
probability matrix, the entries shouldn't be negative.

Are there other packages in C that can deal with high precision
calculations in matrix?

Thanks for any comments

i have a java routine that will raise small to medium sized matrices to
any
given power. how big is the matrix you're dealing with? there
shouldnt be
any problems with precision as it uses java's bigdecimal arbitrary
precision
functions. if you're running java and your matrix isnt too large you
can
have it and give it a shot


Is that a library function or a "real" function?

whats the difference? :)

GNU scientific library was written in FORTRAN and transported to C.



.

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