Re: built in matrix-algebra routines

2000-11-20 Thread Gregory Lypny

Hi Everyone,

 I concur with John Vokey's suggestions.  I would add the following 
too:

-Functions to create NxN Identity matrices, and 1xN or Nx1 vectors of 
ones.
-A function to create a matrix of deviations-from-mean from a data 
matrix.
-A function to create uncentered and centrered covariance matrices 
from a data matrix.

 Regards,

  Greg


On 18/11/2000 8:09 AM, John Vokey wrote: 

>1) matrix multiplication, inversion, transposition, addition, subtraction,
>normalize, but also commands to work arithmetically on elements, and to
>extract columns, rows, sort columns, rows, etc..
>
>2) eigendecomposition (i.e., eigenvalue and eigenvector extraction, as with
>the "eig" routine in Matlab)), and singular value decomposition (SVD).



_
Gregory Lypny
Associate Professor of Finance
Concordia University

_
"Take chances, make mistakes!"
   - Ms Frizzle, The Magic School Bus



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built in matrix-algebra routines

2000-11-17 Thread John Vokey

on 11/17/00 1:50 AM, [EMAIL PROTECTED] at
[EMAIL PROTECTED] wrote:

Scott Raney <[EMAIL PROTECTED]>wrote:
> I second the motion: we are already planning to add some features in
> this area for the next release and a list of the most useful matrix
> operations to have built in would be very handy for planning purposes.

1) matrix multiplication, inversion, transposition, addition, subtraction,
normalize, but also commands to work arithmetically on elements, and to
extract columns, rows, sort columns, rows, etc..

2) eigendecomposition (i.e., eigenvalue and eigenvector extraction, as with
the "eig" routine in Matlab)), and singular value decomposition (SVD).
-- 
Tom Szasz once quipped [approximately]:  When I talk to God, it's
called prayer; but when God talks to me, it's called schizophrenia!

John R. Vokey, Ph.D.
Chair
Department of Psychology and Neuroscience
University of Lethbridge


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