CapeTools Matrix Math Operations
http://www.QuantTools.com
In total there are 19 functions present within the CapeTools Matrix Math Operations category of functions.
General Description
Functions to apply mathematical functions against numeric ranges (excel ranges also) objects (ie - log, exp, abs, sqrt etc...)
Function list.
- MatrixAbs - Mathematically applies the Abs() function to every cell of a numeric range object.
- MatrixCholesky - Applies a Cholesky Decomposition to the inputted square matrix.
- MatrixEigenValues - Returns the Eigenvalues of a symmetric matrix.
- MatrixEigenVectors - Returns the Eigenvectors of a symmetric matrix.
- MatrixExp - Mathematically Applies the Exp() function to every cell of a numeric range object.
- MatrixLn - Mathematically applies the Ln() function to every cell of a numeric range object.
- MatrixLog10 - Mathematically Applies the Log10() function to every cell of a numeric range object.
- MatrixMultiplication - Multiplies two matrices, two vectors, or a vector and a matrix.
- MatrixPseudoSqrt - Finds the Pseudo Square Root of a symmetric matrix.
- MatrixSVD_Cond - Applies a Singular Value Decomposition to the inputted matrix and returns the Condition value from the operation.
- MatrixSVD_Norm - Applies a Singular Value Decomposition to the inputted matrix and returns the norm from the operation.
- MatrixSVD_Rank - Applies a Singular Value Decomposition to the inputted matrix and returns the Rank from the operation.
- MatrixSVD_S - Applies a Singular Value Decomposition to the inputted matrix and returns the diagonal matrix S from the operation.
- MatrixSVD_U - Applies a Singular Value Decomposition to the inputted matrix and returns the U matrix from the operation.
- MatrixSVD_V - Applies a Singular Value Decomposition to the inputted matrix and returns the V matrix from the operation.
- MatrixSVD_Values - Applies a Singular Value Decomposition to the inputted matrix and returns the Singular Values vector from the operation.
- MatrixSign - Mathematically determines the sign of every cell of a numeric range object.
- MatrixSqrt - Mathematically applies the Sqrt() function to every cell of a numeric range object (See also the MatrixSqrt2() function ).
- RankReducedSqrt - Finds the Rank-Reduced Square Root of a symmetric matrix.
Copyright (c) 2003-2007 CapeTools - All Rights Reserved.