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Aravindh Krishnamoorthy


5 total contributions since 2013

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invchol_durbin(T)
Inverse of the Cholesky factor of the p.d. Hermitian sym Toeplitz matrix T using Durbin recursions

1 year ago | 1 downloads |

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Submitted


Symmetric QR Algorithm with Permutations
Demonstrates the Symmetric QR Algorithm with Permutations

3 years ago | 4 downloads |

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Submitted


Linear Extended Whitening Filters (Demo)
Demo of dual-function whitening filters that triangularize or decorrelate a second matrix or RV

3 years ago | 3 downloads |

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Submitted


Large Inverse Cholesky
Computes the coefficient matrices of Structured Vector Autoregressive Model

3 years ago | 4 downloads |

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Matrix Inversion using Cholesky Decomposition
Finds the inverse of the matrix X, given its (lower triangular) Cholesky Decomposition.

3 years ago | 13 downloads |

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