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updated 2 years ago

Data matrix whitening by Colorado Reed

A simple function to whiten a data matrix (makes the covariance matrix the identity matrix). (matrix, signal processing, statistics)

whiten(X,epsilon)

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updated 3 years ago

MTIMESX - Fast Matrix Multiply with Multi-Dimensional Support by James Tursa

Beats MATLAB 300% - 400% in some cases ... really! (mtimes, multiply, speed)

mtimesx.m

mtimesx_build(x)

mtimesx_sparse(a,transa,b,transb)

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