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matrixcalc  

Collection of Functions for Matrix Calculations
View on CRAN: Click here


Download and install matrixcalc package within the R console
Install from CRAN:
install.packages("matrixcalc")

Install from Github:
library("remotes")
install_github("cran/matrixcalc")

Install by package version:
library("remotes")
install_version("matrixcalc", "1.0-6")



Attach the package and use:
library("matrixcalc")
Maintained by
S. Thomas Kelly
[Scholar Profile | Author Map]
First Published: 2007-11-03
Latest Update: 2022-09-14
Description:
A collection of functions to support matrix calculations for probability, econometric and numerical analysis. There are additional functions that are comparable to APL functions which are useful for actuarial models such as pension mathematics. This package is used for teaching and research purposes at the Department of Finance and Risk Engineering, New York University, Polytechnic Institute, Brooklyn, NY 11201. Horn, R.A. (1990) Matrix Analysis. ISBN 978-0521386326. Lancaster, P. (1969) Theory of Matrices. ISBN 978-0124355507. Lay, D.C. (1995) Linear Algebra: And Its Applications. ISBN 978-0201845563.
How to cite:
S. Thomas Kelly (2007). matrixcalc: Collection of Functions for Matrix Calculations. R package version 1.0-6, https://cran.r-project.org/web/packages/matrixcalc. Accessed 12 Apr. 2025.
Previous versions and publish date:
1.0-0 (2007-11-03 19:54), 1.0-1 (2008-02-14 20:46), 1.0-2 (2012-07-27 18:53), 1.0-3 (2012-09-15 16:22), 1.0-4 (2021-06-03 15:40), 1.0-5 (2021-07-28 10:00)
Other packages that cited matrixcalc R package
View matrixcalc citation profile
Other R packages that matrixcalc depends, imports, suggests or enhances
Complete documentation for matrixcalc
Functions, R codes and Examples using the matrixcalc R package
Some associated functions: D.matrix . E.matrices . H.matrices . K.matrix . L.matrix . N.matrix . T.matrices . commutation.matrix . creation.matrix . direct.prod . direct.sum . duplication.matrix . elimination.matrix . entrywise.norm . fibonacci.matrix . frobenius.matrix . frobenius.norm . frobenius.prod . hadamard.prod . hankel.matrix . hilbert.matrix . hilbert.schmidt.norm . inf.norm . is.diagonal.matrix . is.idempotent.matrix . is.indefinite . is.negative.definite . is.negative.semi.definite . is.non.singular.matrix . is.positive.definite . is.positive.semi.definite . is.singular.matrix . is.skew.symmetric.matrix . is.square.matrix . is.symmetric.matrix . lower.triangle . lu.decomposition . matrix.inverse . matrix.power . matrix.rank . matrix.trace . maximum.norm . one.norm . pascal.matrix . s . set.submatrix . shift.down . shift.left . shift.right . shift.up . spectral.norm . stirling.matrix . svd.inverse . symmetric.pascal.matrix . toeplitz.matrix . u.vectors . upper.triangle . vandermonde.matrix . vec . vech . 
Some associated R codes: D.matrix.R . E.matrices.R . H.matrices.R . K.matrix.R . L.matrix.R . N.matrix.R . T.matrices.R . commutation.matrix.R . creation.matrix.R . direct.prod.R . direct.sum.R . duplication.matrix.R . elimination.matrix.R . entrywise.norm.R . fibonacci.matrix.R . frobenius.matrix.R . frobenius.norm.R . frobenius.prod.R . hadamard.prod.R . hankel.matrix.R . hilbert.matrix.R . hilbert.schmidt.norm.R . inf.norm.R . is.diagonal.matrix.R . is.idempotent.matrix.R . is.indefinite.R . is.negative.definite.R . is.negative.semi.definite.R . is.non.singular.matrix.R . is.positive.definite.R . is.positive.semi.definite.R . is.singular.matrix.R . is.skew.symmetric.matrix.R . is.square.matrix.R . is.symmetric.matrix.R . lower.triangle.R . lu.decomposition.R . matrix.inverse.R . matrix.power.R . matrix.rank.R . matrix.trace.R . maximum.norm.R . one.norm.R . pascal.matrix.R . s.R . set.submatrix.R . shift.down.R . shift.left.R . shift.right.R . shift.up.R . spectral.norm.R . stirling.matrix.R . svd.inverse.R . symmetric.pascal.matrix.R . toeplitz.matrix.R . u.vectors.R . upper.triangle.R . vandermonde.matrix.R . vec.R . vech.R .  Full matrixcalc package functions and examples
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