Package: matrixcalc 1.0-5

matrixcalc: Collection of Functions for Matrix Calculations

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.

Authors:Frederick Novomestky <[email protected]>

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# Install 'matrixcalc' in R:
install.packages('matrixcalc', repos = c('https://tomkellygenetics.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/tomkellygenetics/matrixcalc/issues

On CRAN:

60 exports 6.93 score 0 dependencies 135 dependents 3 mentions 1.5k scripts 8.5k downloads

Last updated 3 years agofrom:c45cccef3a. Checks:OK: 7. Indexed: yes.

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Doc / VignettesOKSep 11 2024
R-4.5-winOKSep 11 2024
R-4.5-linuxOKSep 11 2024
R-4.4-winOKSep 11 2024
R-4.4-macOKSep 11 2024
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Exports:%s%commutation.matrixcreation.matrixD.matrixdirect.proddirect.sumduplication.matrixE.matriceselimination.matrixentrywise.normfibonacci.matrixfrobenius.matrixfrobenius.normfrobenius.prodH.matriceshadamard.prodhankel.matrixhilbert.matrixhilbert.schmidt.norminf.normis.diagonal.matrixis.idempotent.matrixis.indefiniteis.negative.definiteis.negative.semi.definiteis.non.singular.matrixis.positive.definiteis.positive.semi.definiteis.singular.matrixis.skew.symmetric.matrixis.square.matrixis.symmetric.matrixK.matrixL.matrixlower.trianglelu.decompositionmatrix.inversematrix.powermatrix.rankmatrix.tracemaximum.normN.matrixone.normpascal.matrixset.submatrixshift.downshift.leftshift.rightshift.upspectral.normstirling.matrixsvd.inversesymmetric.pascal.matrixT.matricestoeplitz.matrixu.vectorsupper.trianglevandermonde.matrixvecvech

Dependencies:

Readme and manuals

Help Manual

Help pageTopics
Direct sum of two arrays%s%
Commutation matrix for r by c numeric matricescommutation.matrix
Creation Matrixcreation.matrix
Duplication matrixD.matrix
Direct prod of two arraysdirect.prod
Direct sum of two arraysdirect.sum
Duplication matrix for n by n matricesduplication.matrix
List of E MatricesE.matrices
Elimination matrix for lower triangular matriceselimination.matrix
Compute the entrywise norm of a matrixentrywise.norm
Fibonacci Matrixfibonacci.matrix
Frobenius Matrixfrobenius.matrix
Compute the Frobenius norm of a matrixfrobenius.norm
Frobenius innter product of matricesfrobenius.prod
List of H MatricesH.matrices
Hadamard product of two matriceshadamard.prod
Hankel Matrixhankel.matrix
Hilbert matriceshilbert.matrix
Compute the Hilbert-Schmidt norm of a matrixhilbert.schmidt.norm
Compute the infinitity norm of a matrixinf.norm
Test for diagonal square matrixis.diagonal.matrix
Test for idempotent square matrixis.idempotent.matrix
Test matrix for positive indefinitenessis.indefinite
Test matrix for negative definitenessis.negative.definite
Test matrix for negative semi definitenessis.negative.semi.definite
Test if matrix is non-singularis.non.singular.matrix
Test matrix for positive definitenessis.positive.definite
Test matrix for positive semi-definitenessis.positive.semi.definite
Test for singular square matrixis.singular.matrix
Test for a skew-symmetric matrixis.skew.symmetric.matrix
Test for square matrixis.square.matrix
Test for symmetric numeric matrixis.symmetric.matrix
K MatrixK.matrix
Construct L MatrixL.matrix
Lower triangle portion of a matrixlower.triangle
LU Decomposition of Square Matrixlu.decomposition
Inverse of a square matrixmatrix.inverse
Matrix Raised to a Powermatrix.power
Rank of a square matrixmatrix.rank
The trace of a matrixmatrix.trace
Maximum norm of matrixmaximum.norm
Construct N MatrixN.matrix
Compute the one norm of a matrixone.norm
Pascal matrixpascal.matrix
Store matrix inside another matrixset.submatrix
Shift matrix m rows downshift.down
Shift a matrix n columns to the leftshift.left
Shift matrix n columns to the rightshift.right
Shift matrix m rows upshift.up
Spectral norm of matrixspectral.norm
Stirling Matrixstirling.matrix
SVD Inverse of a square matrixsvd.inverse
Symmetric Pascal matrixsymmetric.pascal.matrix
List of T MatricesT.matrices
Toeplitz Matrixtoeplitz.matrix
u vectors of an identity matrixu.vectors
Upper triangle portion of a matrixupper.triangle
Vandermonde matrixvandermonde.matrix
Vectorize a matrixvec
Vectorize a matrixvech