Aravindh Krishnamoorthy

自 2013 起处于活动状态

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Iterative Eigenvalue Estimation using Cholesky Decomposition
The package presents a low-complexity algorithm for iterative eigenvalue estimation using Cholesky decomposition with permutatio...

6 years 前 | 2 次下载 |

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signed_bernoulli2(N,p1,p2,r)
Generate and Sample Two Signed Bernoulli Variables with Given Correlation

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

10 years 前 | 1 次下载 |

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

12 years 前 | 1 次下载 |

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

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

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

12 years 前 | 1 次下载 |

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