• glasso

  • Referenced in 510 articles [sw07432]
  • number of zeros in the precision matrix Θ=Σ -1 [2, 11]. The R package ... glasso can be tricky; the converged precision matrix might not be the inverse ... covariance matrix, rather than the precision matrix Θ. We propose similar primal algorithms p-glasso...
  • mftoolbox

  • Referenced in 612 articles [sw23743]
  • Matrix Function Toolbox is a MATLAB toolbox connected with functions of matrices. It is associated ... omitted. The codes are intended for double precision matrices. Those algorithms in which the parameters...
  • Expokit

  • Referenced in 200 articles [sw00258]
  • routines aimed at computing matrix exponentials. More precisely, it computes either a small matrix exponential...
  • INTLAB

  • Referenced in 472 articles [sw04004]
  • product and matrix-vector residuals (interpreted, reference implementation, slow) multiple precision interval arithmetic with error...
  • LAPACK

  • Referenced in 1713 articles [sw00503]
  • problems, and singular value problems. The associated matrix factorizations (LU, Cholesky, QR, SVD, Schur, generalized ... complex matrices, in both single and double precision. The original goal of the LAPACK project ... reorganizing the algorithms to use block matrix operations, such as matrix multiplication, in the innermost...
  • ARPACK

  • Referenced in 848 articles [sw04218]
  • required. Only the action of the matrix on a vector is needed. ARPACK software ... computed which is numerically orthogonal to working precision. Numerically accurate eigenvectors are available on request...
  • ScaLAPACK

  • Referenced in 421 articles [sw00830]
  • solvers for LU, Cholesky, and QR, the matrix sign function for eigenproblems ... ScaLAPACK routines.\parSoftware is available in single precision real, double precision real, single precision complex...
  • REDUCE

  • Referenced in 746 articles [sw00789]
  • expressions; calculations with symbolic matrices; arbitrary precision integer and real arithmetic; facilities for defining ... wide variety of special functions; Dirac matrix calculations of interest to high energy physicists...
  • FASTCLIME

  • Referenced in 14 articles [sw10889]
  • linear programming and large-scale precision matrix estimation in R. We develop an R package ... implement an important sparse precision matrix estimation method called CLIME (Constrained L 1 Minimization Estimator...
  • SuperLU

  • Referenced in 196 articles [sw00930]
  • performed only for square matrices. The matrix columns may be preordered (before factorization) either through ... completely separate from the factorization. Working precision iterative refinement subroutines are provided for improved backward...
  • Mulprec

  • Referenced in 101 articles [sw10903]
  • matrix computations and the second contains documentation and m-files of Mulprec, the multiple precision...
  • ROCKET

  • Referenced in 13 articles [sw30016]
  • estimating parameters in the latent inverse covariance matrix. We establish asymptotic normality of ROCKET ... estimator of an element in the precision matrix under a Gaussian model. Hence...
  • SuperLU-DIST

  • Referenced in 94 articles [sw00002]
  • performed only for square matrices. The matrix columns may be preordered (before factorization) either through ... completely separate from the factorization. Working precision iterative refinement subroutines are provided for improved backward...
  • LSODE

  • Referenced in 135 articles [sw04374]
  • either a dense (full) or a banded matrix, and as either user-supplied or internally ... available in separate double and single precision versions, called DLSODE and SLSODE. Documentation...
  • clime

  • Referenced in 4 articles [sw25587]
  • large sparse inverse covariance matrix (aka precision matrix), and recovering its support for building graphical...
  • SpAMM

  • Referenced in 7 articles [sw12769]
  • present an optimized single-precision implementation of the sparse approximate matrix multiply (SpAMM) [M. Challacombe ... 𝒪(nlogn) computational complexity with respect to matrix dimension n. We find that ... lower than that of the single-precision general matrix-matrix multiply (SGEMM) for dense quantum...
  • Grammar Matrix

  • Referenced in 10 articles [sw21659]
  • Grammar Matrix: An Open-source Starter-kit for the Rapid Development ... Cross-linguistically Consistent Broad-coverage Precision Grammars. The grammar matrix is an open-source starter ... robust natural language processing and the precision parses and semantic representations necessary for natural language...
  • rags2ridges

  • Referenced in 4 articles [sw25630]
  • penalized ML estimators for the precision matrix as well as supporting functions to employ these...
  • CholQR

  • Referenced in 12 articles [sw13049]
  • Mixed-precision Cholesky QR factorization and its case studies on multicore CPU with multiple gpus ... orthonormalize the columns of a dense matrix, the Cholesky QR (CholQR) requires only one global ... matrix is ill-conditioned. To enhance the stability of CholQR, we recently used mixed-precision ... mixed-precision CholQR only depends linearly on the condition number of the input matrix...
  • MRCE

  • Referenced in 3 articles [sw18485]
  • sparse estimator of the error precision matrix and a sparse estimator of the regression coefficient...