Matrix decomposition using, e.g. the Cholesky decomposition requires the correlation matrix to be positive definite. That is, the eigenvalues must all be positive. In finance, this is rarely the case, and one often observes negative eigenvalues, or zero eigenvalues. These two functions do...
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This scrip determines the column vector 'x', given the LU decomposition of matrix 'A'.It performs the forward substitution, finding 'y=L*z', then, by backward substitution: 'z=U*x', determines the values of 'x'.
|License: Freeware||Size: 10 KB||Download (20): FB512fm(LU,y) Download|
Implements the behaviours of the Decomposition Class. Provides methods for calculating matrix decomposition. usage:var inst:Decomposition = new Decomposition(max);
Platforms: Windows, Mac, Flash,
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The solution of the nearest correlation matrix applies the hypershpere or spectral decomposition methods as outlined in Monte Carlo methods in Finance by Peter Jackel, Chapter 6.Use CorrelationExample.m that applies a simple example for the two cases.
|License: Freeware||Size: 10 KB||Download (18): Salvaging a Linear Correlation Matrix Download|
Free Matrix calculator is a practical math tool to calculator real matrix and complex matrix. As you see, it's easy, various, and effectual. Download and try it. Function: Matrix inverse. Matrix transpose.Largest component. Smallest component. Matrix or vector norm.Dimension. Sum of diagonal...
|License: Freeware||Size: 567 KB||Download (143): Free Matrix Calculator Download|
LDPC codes BER simulation under AWGN channel. MacKay-Neal based LDPC matrix. Message encoding uses sparse LU decomposition. There are 4 choices of decoder: hard-decision/bit-flip decoder, probability-domain SPA decoder, log-domain SPA decoder, and simplified log-domain SPA decoder.
|License: Freeware||Size: 10 KB||Download (26): LDPC codes BER simulation Download|
Split the signal S(SPACE,TIME) into its downward/upward space propagating and stationnary components via a 2D Fourier decomposition. S is a (SPACE,TIME) matrix. We eventually proceed to a space and/or time filtering. DT,DX are temporal and space step. PERIOD=[Tmin Tmax] and WAVELENGTH=[Xmin Xmax]...
|License: Freeware||Size: 10 KB||Download (19): WSEdecomp Download|
LU Decomposition is applied to a sparse banded matrix. We show how fill-ins can make solution by elimination not manageable. The same matrix is used to solve the Poiseuille flow problem in a rectangular channel using the finite differences approach. The result obtained using this numerical...
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The Matrix Reloaded screensaver is a freeware openGL matrix screen saver that truly captivates the spirit of The Matrix movie, Matrix Reloaded and Matrix Revolutions sequels. Featuring photos of heroes & foes (Neo, Morpheus, Trinity, Agent Smith, etc presented in a cool slideshow), matrix code...
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Morello Matrix Calculator is a simple, low cost utility for manipulating matrices of real numbers. It is as easy to use as a pocket calculator, but can perform most standard matrix operations for matrices up to 20 elements square. It also supports cut and paste operations allowing matrix data to...
|License: Freeware||Size: 229 KB||Download (1864): Matrix Calculator Download|
|License: Freeware||Size: 15 KB||Download (1346): Matrix zeroizer Download|
The Matrix guitars screensaver, The classic green matrix screen, but this time done with guitars. No spyware, no adware, just the text www.guitar-academy.com, small in the corner of the screen. This screen saver is completely free. No cons . . . .
|License: Freeware||Size: 4.1 MB||Download (274): Matrix Guitars Screensaver Download|
PDL::MatrixOps Perl module contains some useful Matrix operations. SYNOPSIS $inv = $a->inv; $det = $a->det; ($lu,$perm,$par) = $a->lu_decomp; $x = lu_backsub($lu,$perm,$b); # solve $a x $x = $b PDL::MatrixOps is PDLs built-in matrix manipulation code. It contains utilities for many...
|License: Freeware||Size: 2.1 MB||Download (83): PDL::MatrixOps Download|
Meta Matrix Library is a modular designed collection of C libraries. Meta Matrix Library was developed as part of the Free Finite Element Package to provide easy and consistent access to numerical linear algebra software for sparse and dense matrices. The dense matrix and vector operations of...
|License: Freeware||Size: 460.8 KB||Download (93): Meta Matrix Library Download|
Math::Zap::Matrix is a Perl module for 3*3 matrix manipulation. Synopsis Example t/matrix.t #_ Matrix _____________________________________________________________ # Test 3*3 matrices # email@example.com, 2004, Perl License...
|License: Freeware||Size: 63.49 KB||Download (153): Math::Zap::Matrix Download|
exmats goal is to provide an easy to use, yet very efficient matrix library. Overloaded operators allow to write algebraic expressions like v=A*u +u in C++, instead of bunch of boring functions. This syntactic sugar comes with runtime cost, one way to eliminate the overhead is to use Expression...
|License: Freeware||Size: 307.2 KB||Download (82): C++ expression template matrix library Download|
Bio::Matrix::PSM::InstanceSite is a PSM site occurance. SYNOPSIS use Bio::Matrix::PSM::InstanceSite; #You can get an InstanceSite object either from a file: my ($instances,$matrix)=$SomePSMFile->parse_next; #or from memory my %params=(seq=>TATAAT, id=>"TATAbox1",...
|License: Freeware||Size: 4.7 MB||Download (89): Bio::Matrix::PSM::InstanceSite Download|
Math::Matrix can multiply and invert Matrices. The following methods are available: new Constructor arguments are a list of references to arrays of the same length. The arrays are copied. The method returns undef in case of error. $a = new Math::Matrix ([rand,rand,rand],...
|License: Freeware||Size: 6.14 KB||Download (112): Math::Matrix Download|
The original 3D version of the Matrix is back better than ever! Watch the Matrix code as you've never seen it before, in mind-bending real-time 3D! Features a traditional 2D code display or the extra-nifty 3D code display, as well as many other configuration options.Features Include:
- Option to...
|License: Freeware||Size: 829.44 KB||Download (44): 3D Matrix Code Screen Saver for Mac OS Download|
Quadrophonic Matrix Decoder & Player is a small, simple, Java based application specially designed to help you decode quadrophonic matrix encoded file.
Quadrophonics is a technology developed and used in the 1970's that applies an encoding matrix to the four input channels LF (Left Front), RF,...
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