R help - Determinant and inverse using cholsky parameter.
Find the trace of a square matrix Description. Hardly worth coding, if it didn't appear in so many formulae in psychometrics, the trace of a (square) matrix is just the sum of the diagonal elements. Usage tr(m) Arguments. m: A square matrix. Details. The tr function is used in various matrix operations and is the sum of the diagonal elements of a matrix. Value. The sum of the diagonal.
Matrix exponentials are widely used to efficiently tackle systems of linear differential equations. To be able to solve systems of fractional differential equations, the Caputo matrix exponential.
Apparently you cannot :-). At least add a comment on the line where you do it. The compiler tells you that. —SA.
Generalized inverse Michael Friendly 2020-04-02. In matrix algebra, the inverse of a matrix is defined only for square matrices, and if a matrix is singular, it does not have an inverse. The generalized inverse (or pseudoinverse) is an extension of the idea of a matrix inverse, which has some but not all the properties of an ordinary inverse. A common use of the pseudoinverse is to compute a.
Compute or Estimate the Condition Number of a Matrix Description. The condition number of a regular (square) matrix is the product of the norm of the matrix and the norm of its inverse (or pseudo-inverse), and hence depends on the kind of matrix-norm. kappa() computes by default (an estimate of) the 2-norm condition number of a matrix or of the R matrix of a QR decomposition, perhaps of a.
X: Matrix for which the Moore-Penrose inverse is required. tol: A relative tolerance to detect zero singular values.
In probability theory and statistics, the normal-inverse-Wishart distribution (or Gaussian-inverse-Wishart distribution) is a multivariate four-parameter family of continuous probability distributions.It is the conjugate prior of a multivariate normal distribution with unknown mean and covariance matrix (the inverse of the precision matrix).