Hi,
How can I solve in IML a minimization problem as following?
Having a known matrix e.g. M= {0.8 0.2, 0.4 0.6} and a known generator matrix G, I want to solve a and b (a diagonal matrix A) such that the distance between M[,2] and exp(A*G) [,2] is minimized – basically the minimization is addressed to the last column in matrices only ...
Many thanks,
Dan
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In order to avoid the expmatrix function, I could tried to approximate the exponential matrix by writing in IML the Taylor expansion (summation up to e.g.100), but I would prefer your option. Thanks Rick!
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thaks for the answer. it doesn't work; same effect... it seems that I should put the "print" option for A before exponetiating the matrix... quite strange...
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Hello, Can you help me with an answer? Given e.g. the following statement: proc iml; A=I(2); B=expmatrix(A); print A B; quit; Then the printed matrix A is I-halved instead of I. Why? Many thanks, Dan
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