Collection of Functions for Matrix Calculations
Commutation matrix for r by c numeric matrices
Creation Matrix
Duplication matrix
Direct prod of two arrays
Direct sum of two arrays
Duplication matrix for n by n matrices
List of E Matrices
Elimination matrix for lower triangular matrices
Compute the entrywise norm of a matrix
Fibonacci Matrix
Frobenius Matrix
Compute the Frobenius norm of a matrix
Frobenius innter product of matrices
List of H Matrices
Hadamard product of two matrices
Hankel Matrix
Hilbert matrices
Compute the Hilbert-Schmidt norm of a matrix
Compute the infinitity norm of a matrix
Test for diagonal square matrix
Test for idempotent square matrix
Test matrix for positive indefiniteness
Test matrix for negative definiteness
Test matrix for negative semi definiteness
Test if matrix is non-singular
Test matrix for positive definiteness
Test matrix for positive semi-definiteness
Test for singular square matrix
Test for a skew-symmetric matrix
Test for square matrix
Test for symmetric numeric matrix
K Matrix
Construct L Matrix
Lower triangle portion of a matrix
LU Decomposition of Square Matrix
Inverse of a square matrix
Matrix Raised to a Power
Rank of a square matrix
The trace of a matrix
Maximum norm of matrix
Construct N Matrix
Compute the one norm of a matrix
Pascal matrix
Direct sum of two arrays
Store matrix inside another matrix
Shift matrix m rows down
Shift a matrix n columns to the left
Shift matrix n columns to the right
Shift matrix m rows up
Spectral norm of matrix
Stirling Matrix
SVD Inverse of a square matrix
Symmetric Pascal matrix
List of T Matrices
Toeplitz Matrix
u vectors of an identity matrix
Upper triangle portion of a matrix
Vandermonde matrix
Vectorize a matrix
Vectorize a matrix
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. Horn, R.A. (1990) Matrix Analysis. ISBN 978-0521386326. Lancaster, P. (1969) Theory of Matrices. ISBN 978-0124355507. Lay, D.C. (1995) Linear Algebra: And Its Applications. ISBN 978-0201845563.