matrixcalc: Collection of functions for matrix calculations
Version 1.0-3

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.

Browse man pages Browse package API and functions Browse package files

AuthorFrederick Novomestky <fnovomes@poly.edu>
Date of publication2012-09-15 14:22:14
MaintainerFrederick Novomestky <fnovomes@poly.edu>
LicenseGPL (>= 2)
Version1.0-3
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("matrixcalc")

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

Functions

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

Files

MD5
R
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/hilbert.schmidt.norm.R
R/hilbert.matrix.R
R/hankel.matrix.R
R/hadamard.prod.R
R/H.matrices.R
R/frobenius.prod.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/direct.prod.R
R/D.matrix.R
R/creation.matrix.R
R/commutation.matrix.R
NAMESPACE
man
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/hilbert.schmidt.norm.Rd
man/hilbert.matrix.Rd
man/hankel.matrix.Rd
man/hadamard.prod.Rd
man/H.matrices.Rd
man/frobenius.prod.Rd
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/direct.prod.Rd
man/D.matrix.Rd
man/creation.matrix.Rd
man/commutation.matrix.Rd
DESCRIPTION
matrixcalc documentation built on May 20, 2017, 2:27 a.m.