R-universe search: exports:expm

Showing 5 of total 5 results (show query)

r-forge

Matrix:Sparse and Dense Matrix Classes and Methods

A rich hierarchy of sparse and dense matrix classes, including general, symmetric, triangular, and diagonal matrices with numeric, logical, or pattern entries. Efficient methods for operating on such matrices, often wrapping the 'BLAS', 'LAPACK', and 'SuiteSparse' libraries.

Maintained by Martin Maechler. Last updated 20 days ago.

openblas

1 stars 17.23 score 33k scripts 12k dependents

hwborchers

pracma:Practical Numerical Math Functions

Provides a large number of functions from numerical analysis and linear algebra, numerical optimization, differential equations, time series, plus some well-known special mathematical functions. Uses 'MATLAB' function names where appropriate to simplify porting.

Maintained by Hans W. Borchers. Last updated 1 years ago.

29 stars 12.34 score 6.6k scripts 931 dependents

r-forge

expm:Matrix Exponential, Log, 'etc'

Computation of the matrix exponential, logarithm, sqrt, and related quantities, using traditional and modern methods.

Maintained by Martin Maechler. Last updated 5 months ago.

fortran openblas

11.91 score 1.3k scripts 432 dependents

nmatzke

rexpokit:R Wrappers for EXPOKIT; Other Matrix Functions

Wraps some of the matrix exponentiation utilities from EXPOKIT (<http://www.maths.uq.edu.au/expokit/>), a FORTRAN library that is widely recommended for matrix exponentiation (Sidje RB, 1998. "Expokit: A Software Package for Computing Matrix Exponentials." ACM Trans. Math. Softw. 24(1): 130-156). EXPOKIT includes functions for exponentiating both small, dense matrices, and large, sparse matrices (in sparse matrices, most of the cells have value 0). Rapid matrix exponentiation is useful in phylogenetics when we have a large number of states (as we do when we are inferring the history of transitions between the possible geographic ranges of a species), but is probably useful in other ways as well. NOTE: In case FORTRAN checks temporarily get rexpokit archived on CRAN, see archived binaries at GitHub in: nmatzke/Matzke_R_binaries (binaries install without compilation of source code).

Maintained by Nicholas J. Matzke. Last updated 9 months ago.

fortran openblas cpp

1 stars 3.99 score 194 scripts

eddelbuettel

RcppKalman:'RcppArmadillo'-Based Kalman Filtering

An 'RcppArmadillo'-based port of the Kalman filtering code in the 'EKF/UKF Toolbox for Matlab' by Simo Särkkä, Jouni Hartikainen, and Arno Solin is provided. . Note that this package is at this point still incomplete, but contains two demo functions replicating demos in 'EKF/UKF'.

Maintained by Dirk Eddelbuettel. Last updated 5 years ago.

openblas cpp

35 stars 3.24 score 9 scripts