matrixcalc v1.0-3
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Collection of functions for matrix calculations
A collection of functions to support matrix calculations
for probability, econometric and numerical analysis. There are
additional functions that are comparable to APL functions which
are useful for actuarial models such as pension mathematics.
This package is used for teaching and research purposes at the
Department of Finance and Risk Engineering, New York
University, Polytechnic Institute, Brooklyn, NY 11201.
Functions in matrixcalc
| Name | Description | |
| matrix.inverse | Inverse of a square matrix | |
| is.non.singular.matrix | Test if matrix is non-singular | |
| frobenius.prod | Frobenius innter product of matrices | |
| stirling.matrix | Stirling Matrix | |
| direct.prod | Direct prod of two arrays | |
| lower.triangle | Lower triangle portion of a matrix | |
| frobenius.matrix | Frobenius Matrix | |
| is.positive.semi.definite | Test matrix for positive semi-definiteness | |
| is.skew.symmetric.matrix | Test for a skew-symmetric matrix | |
| fibonacci.matrix | Fibonacci Matrix | |
| is.indefinite | Test matrix for positive indefiniteness | |
| hankel.matrix | Hankel Matrix | |
| duplication.matrix | Duplication matrix for n by n matrices | |
| svd.inverse | SVD Inverse of a square matrix | |
| hilbert.matrix | Hilbert matrices | |
| H.matrices | List of H Matrices | |
| matrix.trace | The trace of a matrix | |
| E.matrices | List of E Matrices | |
| frobenius.norm | Compute the Frobenius norm of a matrix | |
| is.positive.definite | Test matrix for positive definiteness | |
| shift.left | Shift a matrix n columns to the left | |
| direct.sum | Direct sum of two arrays | |
| L.matrix | Construct L Matrix | |
| N.matrix | Construct N Matrix | |
| K.matrix | K Matrix | |
| elimination.matrix | Elimination matrix for lower triangular matrices | |
| symmetric.pascal.matrix | Symmetric Pascal matrix | |
| entrywise.norm | Compute the entrywise norm of a matrix | |
| %s% | Direct sum of two arrays | |
| commutation.matrix | Commutation matrix for r by c numeric matrices | |
| shift.down | Shift matrix m rows down | |
| is.negative.semi.definite | Test matrix for negative semi definiteness | |
| is.square.matrix | Test for square matrix | |
| matrix.power | Matrix Raised to a Power | |
| upper.triangle | Upper triangle portion of a matrix | |
| u.vectors | u vectors of an identity matrix | |
| spectral.norm | Spectral norm of matrix | |
| D.matrix | Duplication matrix | |
| one.norm | Compute the one norm of a matrix | |
| T.matrices | List of T Matrices | |
| creation.matrix | Creation Matrix | |
| inf.norm | Compute the infinitity norm of a matrix | |
| maximum.norm | Maximum norm of matrix | |
| is.diagonal.matrix | Test for diagonal square matrix | |
| is.symmetric.matrix | Test for symmetric numeric matrix | |
| lu.decomposition | LU Decomposition of Square Matrix | |
| vandermonde.matrix | Vandermonde matrix | |
| matrix.rank | Rank of a square matrix | |
| hadamard.prod | Hadamard product of two matrices | |
| pascal.matrix | Pascal matrix | |
| shift.up | Shift matrix m rows up | |
| is.negative.definite | Test matrix for negative definiteness | |
| set.submatrix | Store matrix inside another matrix | |
| shift.right | Shift matrix n columns to the right | |
| toeplitz.matrix | Toeplitz Matrix | |
| vec | Vectorize a matrix | |
| is.idempotent.matrix | Test for idempotent square matrix | |
| vech | Vectorize a matrix | |
| hilbert.schmidt.norm | Compute the Hilbert-Schmidt norm of a matrix | |
| is.singular.matrix | Test for singular square matrix | |
| No Results! | ||
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Details
| Date | 2012-09-12 |
| License | GPL (>= 2) |
| Packaged | 2012-09-14 22:54:49 UTC; fred |
| Repository | CRAN |
| Date/Publication | 2012-09-15 14:22:14 |
| depends | base (>= 2.0.1) , R (>= 2.0.1) |
| Contributors | Frederick Novomestky |
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