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matrixcalc (version 1.0-3)

Collection of functions for matrix calculations

Description

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.

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Version

Install

install.packages('matrixcalc')

Monthly Downloads

11,538

Version

1.0-3

License

GPL (>= 2)

Maintainer

Frederick Novomestky

Last Published

September 15th, 2012

Functions in matrixcalc (1.0-3)

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