Update, June 2014: faster rexpokit
Drew Schmidt, UTK Math Dept., has been working on improvements to rexpokit. These make rexpokit about 40% faster. This will be version 0.25. Until it gets on CRAN, you can install it via:
library(devtools) install_github("rexpokit", username="wrathematics")
"rexpokit" — an R package by Nicholas J. Matzke (coauthor is Roger B. Sidje, who wrote EXPOKIT) which bundles some of the routines from the FORTRAN EXPOKIT library for rapid exponentiation of small dense matrices, and large sparse matrices.
This package 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.
This package is a part of the work described in:
Matzke, Nicholas J. (2013). Founder-event speciation dramatically improves likelihoods and alters parameter inference in Dispersal-Extinction-Cladogenesis (DEC) analyses. International Biogeography Society Biannual Meeting, Miami, Florida. January 9-13, 2013. http://phylo.wikidot.com/matzke-2013-international-biogeography-society-poster
The package has been accepted by CRAN. It is online here: http://cran.r-project.org/web/packages/rexpokit/index.html. Downloads of the package and PDF/example files are also linked to this page. See "Files", below.
OLD, SINCE R-FORGE SEEMS TO GET STUCK A LOT: R-Forge Project
The link to the R-Forge Project is here: http://r-forge.r-project.org/projects/rexpokit/.
The latest subversion source code is here: https://r-forge.r-project.org/scm/viewvc.php/?root=rexpokit.
However, R-Forge's R packages page doesn't seem to be updating (it is stuck on an old version). The up-to-date, approximately final version of the package is in "Files", below.