Positive Definite Matrix

This algorithm avoids the use ofchol.m and inv.m (the latter is a built-in M-file) and achieves the goal of inverting a symmetric positive definite matrix

Matrix decomposition using, e.g. the Cholesky decomposition requires the correlation matrix to be positive definite. That is, the eigenvalues must all be positive. In finance, this is rarely the case, and one often observes negative eigenvalues, or zero eigenvalues. These two functions do...

This script is capable of solving a convex quadratic programming problem by Wolf's method. For the convergence of the algorithm it is necessary that either Hessian of the objective function be positive definite or positive semidefinite Hessian with linear term zero. For theory of Wolf method and...


Platforms: Matlab

[blockVectorX,lambda]=lobpcg(blockVectorX,operatorA)outputs the array of algebraic smallest eigenvalues lambda andcorresponding matrix of orthonormalized eigenvectors blockVectorX of the Hermitian (full or sparse) operator operatorA using input matrix blockVectorX as an initial guess, without...


Platforms: Matlab

PDL::Slatec is a PDL interface to the slatec numerical programming library. SYNOPSIS use PDL::Slatec; ($ndeg, $r, $ierr, $a) = polyfit($x, $y, $w, $maxdeg, $eps); This module serves the dual purpose of providing an interface to parts of the slatec library and showing how to interface PDL...


Platforms: *nix

Determinantal matrix representations of hyperbolic polynomials are a current topic of interest and research among those working with LMI's (Linear Matrix Inequalities) and SDP (semi-definite programming). This toolbox was used to demonstrate some of the theorems presented in the author's Ph.D....


Platforms: Matlab

The Matrix Reloaded screensaver is a freeware openGL matrix screen saver that truly captivates the spirit of The Matrix movie, Matrix Reloaded and Matrix Revolutions sequels. Featuring photos of heroes & foes (Neo, Morpheus, Trinity, Agent Smith, etc presented in a cool slideshow), matrix code...

Morello Matrix Calculator is a simple, low cost utility for manipulating matrices of real numbers. It is as easy to use as a pocket calculator, but can perform most standard matrix operations for matrices up to 20 elements square. It also supports cut and paste operations allowing matrix data to...


Platforms: Windows

Solve a matrix or system of linear equations using the Gauss method.


Platforms: Windows

The Matrix guitars screensaver, The classic green matrix screen, but this time done with guitars. No spyware, no adware, just the text www.guitar-academy.com, small in the corner of the screen. This screen saver is completely free. No cons . . . .


Platforms: Windows

Meta Matrix Library is a modular designed collection of C libraries. Meta Matrix Library was developed as part of the Free Finite Element Package to provide easy and consistent access to numerical linear algebra software for sparse and dense matrices. The dense matrix and vector operations of...


Platforms: *nix

Math::Zap::Matrix is a Perl module for 3*3 matrix manipulation. Synopsis Example t/matrix.t #_ Matrix _____________________________________________________________ # Test 3*3 matrices # philiprbrenan@yahoo.com, 2004, Perl License...


Platforms: *nix

exmats goal is to provide an easy to use, yet very efficient matrix library. Overloaded operators allow to write algebraic expressions like v=A*u +u in C++, instead of bunch of boring functions. This syntactic sugar comes with runtime cost, one way to eliminate the overhead is to use Expression...


Platforms: *nix

Bio::Matrix::PSM::InstanceSite is a PSM site occurance. SYNOPSIS use Bio::Matrix::PSM::InstanceSite; #You can get an InstanceSite object either from a file: my ($instances,$matrix)=$SomePSMFile->parse_next; #or from memory my %params=(seq=>TATAAT, id=>"TATAbox1",...


Platforms: *nix

Math::Matrix can multiply and invert Matrices. The following methods are available: new Constructor arguments are a list of references to arrays of the same length. The arrays are copied. The method returns undef in case of error. $a = new Math::Matrix ([rand,rand,rand],...


Platforms: *nix

The original 3D version of the Matrix is back better than ever! Watch the Matrix code as you've never seen it before, in mind-bending real-time 3D! Features a traditional 2D code display or the extra-nifty 3D code display, as well as many other configuration options.Features Include: - Option to...


Platforms: Mac

Quadrophonic Matrix Decoder & Player is a small, simple, Java based application specially designed to help you decode quadrophonic matrix encoded file. Quadrophonics is a technology developed and used in the 1970's that applies an encoding matrix to the four input channels LF (Left Front), RF,...


Platforms: Windows

Quadrophonic Matrix Encoder is a small, simple, Java based application specially designed to help you encode your WAV files with just a few clicks. Quadrophonics is a technology developed and used in the 1970's that applies an encoding matrix to the four input channels LF (Left Front), RF, LB...


Platforms: Windows

Bring the look of The Matrix to your Internet Explorer browser with this simple designer theme SEARCH: Our primary revenue source is BING. We will reset your default search engine when installed so please give BING a try! PRIVACY: We respect your privacy. We do track some data - but it's only...


Platforms: Windows

Theme your Firefox browser with the green Matrix code! Very stylish theme with some cool tools built in... SEARCH: Our primary revenue source is BING. We will reset your default search engine when installed so please give BING a try! pssst.. you can always switch back to your favorite if ya want!...


Platforms: Windows