# Matrix Decomposition

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...
Platforms: Matlab

License: Freeware | Size: 10 KB | Download (18): Matrix Decomposition Download |

ECR is a new method for regression analysis, which employs a supervising alpha to supervise the X-matrix decomposition. When alpha=0, ECR coincides with principal component regression (PCR), when alpha=1, ECR coincides with partial least squares (PLS), when alpha is between 0 and 1, ECR could...
Platforms: Matlab

License: Shareware | Cost: $0.00 USD | Size: 20.48 KB | Download (18): Elastic Component Regression (ECR) for uncovering the path from PCR to PLS Download |

**Released:**June 03, 2016 | Added: July 19, 2016 | Visits: 874

Matrix calculator for basic matrix operations and matrix decompositions. 1. Basic matrix operations: +, -, .*, *, ', determinant, inverse, rank etc. 2. Matrix decompositions: LU decomposition, QR decomposition. Implement basic matrix operations and matrix decompositions. 1. Basic matrix...
Platforms: Windows

License: Shareware | Cost: $30.00 USD | Size: 1.92 MB | Download (134): Visual Matrix Download |

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'.
Platforms: Matlab

License: Freeware | Size: 10 KB | Download (20): FB512fm(LU,y) Download |

**Released:**June 03, 2016 | Added: July 19, 2016 | Visits: 150

Matrix calculator for basic matrix operations and matrix decompositions. 1. Basic matrix operations: +, -, .*, *, ', determinant, inverse, rank etc. 2. Matrix decompositions: LU decomposition, QR decomposition. Implement basic matrix operations and matrix decompositions. 1. Basic matrix...
Platforms: Windows, Windows 7, Windows Server

License: Shareware | Cost: $30.00 USD | Size: 1.92 MB | Download (14): Visual Matrix 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,

License: Freeware | Download (28): com.wis.math.alg.Decomposition Download |

**Released:**December 01, 2013 | Added: January 15, 2014 | Visits: 453

STIMATH is a high-level tool for mathematics, linear algebra, plotting and expression evaluation that can be used from any programming environment or even from a command line interface. It is an executable that takes a single argument, the name of a text file containing a series of MATLAB style...
Platforms: Windows 7

License: Commercial | Cost: $50.00 USD | Size: 292.97 KB | Download (23): STIMATH Download |

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.
Platforms: Matlab

License: Freeware | Size: 10 KB | Download (18): Salvaging a Linear Correlation Matrix Download |

Using the Cholesky decomposition, it generates n iterations of multivariate Gaussian random variables for a given mean vector (mu) and variance-covariance matrix (sigma).mvgrnd(mu,sigma,n)
Platforms: Matlab

License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (18): MVGRND Download |

**Released:**January 01, 2003 | Added: May 16, 2006 | Visits: 2.603

The Matrix ActiveX Component is a useful tool that can simplify the use of matrix operations for mathematical computations in application development.
"It provides for matrix operations such as addition, subtraction, multiplication, inversion, transpose, and computation of determinant, LU and...
Platforms: Windows

License: Shareware | Cost: $35.00 USD | Size: 1.21 MB | Download (181): Matrix ActiveX Component Download |

The Bluebit .NET Matrix Library provides classes for object-oriented linear algebra in the .NET platform.
It can be used to solve systems of simultaneous linear equations, least-squares solutions of linear systems of equations, eigenvalues and eigenvectors problems, and singular value...
Platforms: Windows

License: Commercial | Cost: $195.00 USD | Size: 2.53 MB | Download (130): .NET Matrix Library Download |

**Released:**May 14, 2008 | Added: October 21, 2009 | Visits: 3.100

" Matrix calculator Pro " is a practical math tool to calculator matrice. As you see, it's easy, various, and effectual. Its price is only $49.90. Download and try it.
Function:
-Matrix inverse.
-Matrix transpose.
Largest component.
Smallest component.
Matrix or vector...
Platforms: Windows, *nix

License: Shareware | Cost: $49.90 USD | Size: 617.78 KB | Download (454): Matrix Calculator Pro Download |

**Released:**July 24, 2012 | Added: July 24, 2012 | Visits: 609

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...
Platforms: Windows

License: Freeware | Size: 567 KB | Download (143): Free Matrix Calculator Download |

**Released:**June 14, 2012 | Added: June 14, 2012 | Visits: 351

Function:
* Matrix inverse.
* Matrix transpose.
* Largest component.
* Smallest component.
* Matrix or vector norm.
* Dimension.
* Sum of diagonal elements.
* Determinant.
* Matrix rank.
* Eigenvalues.
* QR factorization. Orthogonal-triangular decomposition.
* LU factorization.
*...
Platforms: Windows

License: Shareware | Cost: $39.90 USD | Size: 512 KB | Download (84): Easy 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.
Platforms: Matlab

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]...
Platforms: Matlab

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...
Platforms: Matlab

License: Freeware | Size: 10 KB | Download (18): Poiseuille Flow in a Rectangular Channel Download |

This program will obtain the LU decomposition for any square matrix. The LU decomposition method consists of finding the L and U matrices that will satisfy the equation A=L*U, A being a square matrix.Once L and U found, in order to solve for x, we can rewrite the equation A*x=B as L*x_star=b...
Platforms: Matlab

License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (18): LU decomposition Download |

finds null space and range of a sparse matrix using lu decomposition.This routine is devoted to find null space of possibly large matrix fast.Results may be inaccurate if zero and nonzero singular values are not well separated.
Platforms: Matlab

License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (18): Null space of a sparse matrix Download |

Petrifying 3D screensaver which unveils the multimedia power if your computer. Basedon a"Matrix"theme, it pushes the graphics features of your video card/monitor to themaximum- amazing show.The screen saver also measures the performance of your 3-D video card by providinginformation about average...
Platforms: Windows

License: Shareware | Cost: $9.95 USD | Size: 2.76 MB | Download (738): Matrix City Screensaver Download |