matrixcalc: 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.

AuthorFrederick Novomestky <fnovomes@poly.edu>
Date of publication2012-09-15 14:22:14
MaintainerFrederick Novomestky <fnovomes@poly.edu>
LicenseGPL (>= 2)
Version1.0-3

View on CRAN

Man pages

commutation.matrix: Commutation matrix for r by c numeric matrices

creation.matrix: Creation Matrix

direct.prod: Direct prod of two arrays

direct.sum: Direct sum of two arrays

D.matrix: Duplication matrix

duplication.matrix: Duplication matrix for n by n matrices

elimination.matrix: Elimination matrix for lower triangular matrices

E.matrices: List of E Matrices

entrywise.norm: Compute the entrywise norm of a matrix

fibonacci.matrix: Fibonacci Matrix

frobenius.matrix: Frobenius Matrix

frobenius.norm: Compute the Frobenius norm of a matrix

frobenius.prod: Frobenius innter product of matrices

hadamard.prod: Hadamard product of two matrices

hankel.matrix: Hankel Matrix

hilbert.matrix: Hilbert matrices

hilbert.schmidt.norm: Compute the Hilbert-Schmidt norm of a matrix

H.matrices: List of H Matrices

inf.norm: Compute the infinitity norm of a matrix

is.diagonal.matrix: Test for diagonal square matrix

is.idempotent.matrix: Test for idempotent square matrix

is.indefinite: Test matrix for positive indefiniteness

is.negative.definite: Test matrix for negative definiteness

is.negative.semi.definite: Test matrix for negative semi definiteness

is.non.singular.matrix: Test if matrix is non-singular

is.positive.definite: Test matrix for positive definiteness

is.positive.semi.definite: Test matrix for positive semi-definiteness

is.singular.matrix: Test for singular square matrix

is.skew.symmetric.matrix: Test for a skew-symmetric matrix

is.square.matrix: Test for square matrix

is.symmetric.matrix: Test for symmetric numeric matrix

K.matrix: K Matrix

L.matrix: Construct L Matrix

lower.triangle: Lower triangle portion of a matrix

lu.decomposition: LU Decomposition of Square Matrix

matrix.inverse: Inverse of a square matrix

matrix.power: Matrix Raised to a Power

matrix.rank: Rank of a square matrix

matrix.trace: The trace of a matrix

maximum.norm: Maximum norm of matrix

N.matrix: Construct N Matrix

one.norm: Compute the one norm of a matrix

pascal.matrix: Pascal matrix

s: Direct sum of two arrays

set.submatrix: Store matrix inside another matrix

shift.down: Shift matrix m rows down

shift.left: Shift a matrix n columns to the left

shift.right: Shift matrix n columns to the right

shift.up: Shift matrix m rows up

spectral.norm: Spectral norm of matrix

stirling.matrix: Stirling Matrix

svd.inverse: SVD Inverse of a square matrix

symmetric.pascal.matrix: Symmetric Pascal matrix

T.matrices: List of T Matrices

toeplitz.matrix: Toeplitz Matrix

upper.triangle: Upper triangle portion of a matrix

u.vectors: u vectors of an identity matrix

vandermonde.matrix: Vandermonde matrix

vec: Vectorize a matrix

vech: Vectorize a matrix

Files in this package

matrixcalc
matrixcalc/MD5
matrixcalc/R
matrixcalc/R/vech.R matrixcalc/R/vec.R matrixcalc/R/vandermonde.matrix.R matrixcalc/R/upper.triangle.R matrixcalc/R/u.vectors.R matrixcalc/R/toeplitz.matrix.R matrixcalc/R/T.matrices.R matrixcalc/R/symmetric.pascal.matrix.R matrixcalc/R/svd.inverse.R matrixcalc/R/stirling.matrix.R matrixcalc/R/spectral.norm.R matrixcalc/R/shift.up.R matrixcalc/R/shift.right.R matrixcalc/R/shift.left.R matrixcalc/R/shift.down.R matrixcalc/R/set.submatrix.R matrixcalc/R/s.R matrixcalc/R/pascal.matrix.R matrixcalc/R/one.norm.R matrixcalc/R/N.matrix.R matrixcalc/R/maximum.norm.R matrixcalc/R/matrix.trace.R matrixcalc/R/matrix.rank.R matrixcalc/R/matrix.power.R matrixcalc/R/matrix.inverse.R matrixcalc/R/lu.decomposition.R matrixcalc/R/lower.triangle.R matrixcalc/R/L.matrix.R matrixcalc/R/K.matrix.R matrixcalc/R/is.symmetric.matrix.R matrixcalc/R/is.square.matrix.R matrixcalc/R/is.skew.symmetric.matrix.R matrixcalc/R/is.singular.matrix.R matrixcalc/R/is.positive.semi.definite.R matrixcalc/R/is.positive.definite.R matrixcalc/R/is.non.singular.matrix.R matrixcalc/R/is.negative.semi.definite.R matrixcalc/R/is.negative.definite.R matrixcalc/R/is.indefinite.R matrixcalc/R/is.idempotent.matrix.R matrixcalc/R/is.diagonal.matrix.R matrixcalc/R/inf.norm.R matrixcalc/R/hilbert.schmidt.norm.R matrixcalc/R/hilbert.matrix.R matrixcalc/R/hankel.matrix.R matrixcalc/R/hadamard.prod.R matrixcalc/R/H.matrices.R matrixcalc/R/frobenius.prod.R matrixcalc/R/frobenius.norm.R matrixcalc/R/frobenius.matrix.R matrixcalc/R/fibonacci.matrix.R matrixcalc/R/entrywise.norm.R matrixcalc/R/elimination.matrix.R matrixcalc/R/E.matrices.R matrixcalc/R/duplication.matrix.R matrixcalc/R/direct.sum.R matrixcalc/R/direct.prod.R matrixcalc/R/D.matrix.R matrixcalc/R/creation.matrix.R matrixcalc/R/commutation.matrix.R
matrixcalc/NAMESPACE
matrixcalc/man
matrixcalc/man/vech.Rd matrixcalc/man/vec.Rd matrixcalc/man/vandermonde.matrix.Rd matrixcalc/man/upper.triangle.Rd matrixcalc/man/u.vectors.Rd matrixcalc/man/toeplitz.matrix.Rd matrixcalc/man/T.matrices.Rd matrixcalc/man/symmetric.pascal.matrix.Rd matrixcalc/man/svd.inverse.Rd matrixcalc/man/stirling.matrix.Rd matrixcalc/man/spectral.norm.Rd matrixcalc/man/shift.up.Rd matrixcalc/man/shift.right.Rd matrixcalc/man/shift.left.Rd matrixcalc/man/shift.down.Rd matrixcalc/man/set.submatrix.Rd matrixcalc/man/s.Rd matrixcalc/man/pascal.matrix.Rd matrixcalc/man/one.norm.Rd matrixcalc/man/N.matrix.Rd matrixcalc/man/maximum.norm.Rd matrixcalc/man/matrix.trace.Rd matrixcalc/man/matrix.rank.Rd matrixcalc/man/matrix.power.Rd matrixcalc/man/matrix.inverse.Rd matrixcalc/man/lu.decomposition.Rd matrixcalc/man/lower.triangle.Rd matrixcalc/man/L.matrix.Rd matrixcalc/man/K.matrix.Rd matrixcalc/man/is.symmetric.matrix.Rd matrixcalc/man/is.square.matrix.Rd matrixcalc/man/is.skew.symmetric.matrix.Rd matrixcalc/man/is.singular.matrix.Rd matrixcalc/man/is.positive.semi.definite.Rd matrixcalc/man/is.positive.definite.Rd matrixcalc/man/is.non.singular.matrix.Rd matrixcalc/man/is.negative.semi.definite.Rd matrixcalc/man/is.negative.definite.Rd matrixcalc/man/is.indefinite.Rd matrixcalc/man/is.idempotent.matrix.Rd matrixcalc/man/is.diagonal.matrix.Rd matrixcalc/man/inf.norm.Rd matrixcalc/man/hilbert.schmidt.norm.Rd matrixcalc/man/hilbert.matrix.Rd matrixcalc/man/hankel.matrix.Rd matrixcalc/man/hadamard.prod.Rd matrixcalc/man/H.matrices.Rd matrixcalc/man/frobenius.prod.Rd matrixcalc/man/frobenius.norm.Rd matrixcalc/man/frobenius.matrix.Rd matrixcalc/man/fibonacci.matrix.Rd matrixcalc/man/entrywise.norm.Rd matrixcalc/man/elimination.matrix.Rd matrixcalc/man/E.matrices.Rd matrixcalc/man/duplication.matrix.Rd matrixcalc/man/direct.sum.Rd matrixcalc/man/direct.prod.Rd matrixcalc/man/D.matrix.Rd matrixcalc/man/creation.matrix.Rd matrixcalc/man/commutation.matrix.Rd
matrixcalc/DESCRIPTION

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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