Squareroot

Sub::Assert - Design-by-contract like pre- and postconditions, etc. SYNOPSIS use Sub::Assert; sub squareroot { my $x = shift; return $x**0.5; } assert pre => $PARAM[0] >= 1, # for the sake of simplicity post => $VOID or $RETURN <= $PARAM[0], sub => squareroot, context => novoid,... Platforms: *nix

[U D] = UDFactor(P) returns matrices U and D such that U.'*D*U = P[U D] = UDFactor(P,uflag) returns matrices U and D such that U*D*U.' = Pwhen uflag is set to TRUE. Setting uflag to FALSE is equivalent torunning UDFactor with only one argument.The alogrithm of UDFactor is similar to the Cholesky... Platforms: Matlab

To walk through the code and for a thorough description, refer toA. Meucci (2010), "Visualizing the Propagation of Risk: Square-Root Rule, Covariances and Ellipsoids"Latest version of article and code available at http://symmys.com/node/137 Platforms: Matlab