Aravindh Krishnamoorthy

Aktiv seit 2013

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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...

fast 7 Jahre vor | 62 Downloads |

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

mehr als 8 Jahre vor | 14 Downloads |

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

fast 11 Jahre vor | 64 Downloads |

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

mehr als 12 Jahre vor | 324 Downloads |

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

fast 13 Jahre vor | 415 Downloads |

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

fast 13 Jahre vor | 273 Downloads |

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

etwa 13 Jahre vor | 1400 Downloads |

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