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.
Companion software for the Elementary Linear Algebra, 3e book by Roland Larson & Bruce Edwards
The plane stress problem i.e a plate under uniform tension at its edges is solved. Plate is dicretized using isoparametric Q4 elements. Pre-processing is done using a standard FEM software. 2nd order Gaussian integration is used to get stiffness...
%% MYTOEPLITZ matrix finds the toeplitz matrix of a vector % Input : Vector % Output: Toeplitz Matr
Let the input to this function be X, an m x n matrix. Also, let Y be the output. This function does the following.
Y(:,i) = X(:,i) - mean(X(:,i)), for i = 1 to n
The script when run with a matrix as an argument shall create a self-contained LaTex file which shall have the supplied matrix as a simple table. Useful for quickly writing the data into a LaTex document.
When a give system of linear equations are converted to vector form it can easily be written matrix form.
% This Function solves a bilateral matrix quadratic equation % of the form AX+XB+XCX+D = 0 for X % Inputs : Matrices A,B,C, D of appropriate dimensions % % Output : The Matrix X - if a solution exists
Computes the ZCA whitening of a data matrix and returns the whitened data and whitening/dewhitening transformation matrices.
A more short code for generating a random matrix A of (1,-1),no loop
Provide a matrix of which you would like to obtain the position where its maximum or minimum occurs. By specifying your desire for the max or min position, simply run the program to obtain it.
Generate a band matrix by giving the number of diagonals upper and below the main diagonal
This function normalizes the columns of a given matrix. That is it makes l2 norm of each column to 1.
This function finds duplicate values along the first column of a matrix, averages the remaining rows, and removes the duplicate rows.
This Function calculates two important matrices, the Within (W) and Between (B) scatter matrix COMMENTS CORRECTED IN FUNCTION Function takes as input a matrix and calculates two important matrices, the Within (W) and Between (B) Class...
assemble the stiffness matrix according to the Co-Rotational geometry transformation. For using this stiffness matrix, the iteration procedure as load control or displacement control should be used.
This is engineering software for estimating solar parameters like zenith angle and solar collector parameters. You can also use it to design solar software.
INPUT A MATRIX WITH EDIT TEXT IN A GUI (NARRATION IN SPANISH)
3D Affine matrix is such a 4x4 matrix:
M = [ [R T]; [0 0 0 1] ]; [x2 y2 z2 1]d-deOao = M * [x1 y1 z1 1]d-deOao ;
where, R is a 3x3 rotation matrix, and T is a 3x1 translation matrix. [x1 y1 z1] is a location in original...
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