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 innter product of matrices
stirling.matrix Stirling Matrix 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 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 Compute the Hilbert-Schmidt norm of a matrix
is.singular.matrix Test for singular square matrix
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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

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