The Nearest Correlation Matrix
A correlation matrix is a symmetric matrix with unit diagonal and nonnegative eigenvalues. In 2000 I was approached by a London fund management company who wanted to find the nearest correlation matrix...
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Cataloguing Software for Matrix Functions
I began working on functions of matrices just over thirty years ago, when I was an MSc student, my original interest being in the matrix square root. In those days relatively little research had been...
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Jeff Rohl’s Fortran TV Course
As a first year mathematics undergraduate at the University of Manchester in 1979, I had to choose one course from another department. Like the majority of students, I chose the Fortran Programming...
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Updated Catalogue of Software for Matrix Functions
From “help matfun” in MATLAB. Edvin Deadman and I have updated the catalogue of software for matrix functions that we produced in 2014 (and which was discussed in this post). The new version, which...
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Update of Catalogue of Software for Matrix Functions
Edvin Hopkins and I have updated to version 3.0 the catalogue of software for matrix functions that we originally produced in 2014 and updated in 2016. It covers what is available in various languages...
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