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Aravindh Krishnamoorthy

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21 Feb 2014 Symmetric QR Algorithm with Permutations Demonstrates the Symmetric QR Algorithm with Permutations Author: Aravindh Krishnamoorthy qr, qr algorithm, qr algorithm with per..., eigenvalue estimation, eigenvector estimatio... 7 0
14 Nov 2013 Linear Extended Whitening Filters (Demo) Demo of dual-function whitening filters that triangularize or decorrelate a second matrix or RV Author: Aravindh Krishnamoorthy ewf, whitening filter, linear extended white..., triangularization, decorrelation 10 0
29 Oct 2013 Large Inverse Cholesky Computes the coefficient matrices of Structured Vector Autoregressive Model Author: Aravindh Krishnamoorthy structured vector aut..., svar, var, structual vector auto..., structual autoregress... 9 0
28 May 2013 Matrix Inversion using Cholesky Decomposition Finds the inverse of the matrix X, given its (lower triangular) Cholesky Decomposition. Author: Aravindh Krishnamoorthy cholesky decompositio..., inversion 23 0

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