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.

Install the latest version of this package by entering the following in R:
AuthorFrederick Novomestky <>
Date of publication2012-09-15 14:22:14
MaintainerFrederick Novomestky <>
LicenseGPL (>= 2)

View on CRAN

Man pages

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

creation.matrix: Creation Matrix 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 innter product of matrices Hadamard product of two matrices

hankel.matrix: Hankel Matrix

hilbert.matrix: Hilbert matrices 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


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


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

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