mcompanion (Q92275): Difference between revisions
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Objects and Methods for Multi-Companion Matrices
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | mcompanion |
Objects and Methods for Multi-Companion Matrices |
Statements
3 December 2023
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Provides a class for multi-companion matrices with methods for arithmetic and factorization. A method for generation of multi-companion matrices with prespecified spectral properties is provided, as well as some utilities for periodically correlated and multivariate time series models. See Boshnakov (2002) <doi:10.1016/S0024-3795(01)00475-X> and Boshnakov & Iqelan (2009) <doi:10.1111/j.1467-9892.2009.00617.x>.
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expanded from: GPL (≥ 2) (English)
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