matrixcalc: Collection of functions for matrix calculations

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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.

Author
Frederick Novomestky <fnovomes@poly.edu>
Date of publication
2012-09-15 14:22:14
Maintainer
Frederick Novomestky <fnovomes@poly.edu>
License
GPL (>= 2)
Version
1.0-3

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