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updated 23 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 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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