Hi Everyone,
I concur with John Vokey's suggestions. I would add the following
too:
- Functions to create NxN Identity matrices, and 1xN or Nx1 vectors of
ones.
- A function to create a matrix of deviations-from-mean from a data
matrix.
- A function to create uncentered and centrered covariance matrices
from a data matrix.
Regards,
Greg
On 18/11/2000 8:09 AM, John Vokey wrote:
>1) matrix multiplication, inversion, transposition, addition, subtraction,
>normalize, but also commands to work arithmetically on elements, and to
>extract columns, rows, sort columns, rows, etc..
>
>2) eigendecomposition (i.e., eigenvalue and eigenvector extraction, as with
>the "eig" routine in Matlab)), and singular value decomposition (SVD).
_________________________________________
Gregory Lypny
Associate Professor of Finance
Concordia University
_________________________________________
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