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updated 22 days ago

higham/shrinking by Nick Higham

MATLAB codes for restoring definiteness of a symmetric matrix by shrinking. (matrix, correlation)

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updated 3 years ago

Matrix logarithm by Nick Higham

Two functions for computing the matrix logarithm by the inverse scaling and squaring method. (mathematics matrix ma...)




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updated almost 4 years ago

Arbitrary real power of a matrix by Schur-Pade algorithm by Nick Higham

Computing an arbitrary real power of a square matrix by a Schur-Pade algorithm. (matrix, mathematics)



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updated 4 years ago

Matrix exponential times a vector. by Nick Higham

Computing the matrix exponential times a vector without explicitly computing the matrix exponential. (mathematics, matrix, matrix exponential)




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updated 6 years ago

The Matrix Function Toolbox by Nick Higham

A MATLAB toolbox connected with functions of matrices. (mathematics, matrix function, exponential)




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updated 12 years ago

The Matrix Computation Toolbox by Nick Higham

A collection of M-files for carrying out various numerical linear algebra tasks. (linear algebra, test matrices, matrix factorizations)

adsmax(f, x, stopit, savit, P, varargin)

augment(A, alpha)

cholp(A, piv)

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