Matrix functions
Matrix construction
- MAKE(r,c,[v])Creates a r × c matrix (r rows and c columns) with all elements equal to v.
- MAGIC(n) Creates a n × n matrix with as elements the integers 1 through n2, with equal row and column sums.
- MRND(r,c) Creates a r × c matrix (r rows and c columns) with random numbers.
- DIAG(A) Creates a diagonal matrix.
- UNIT(A) Returns a unit matrix with the same dimensions of the square matrix A.
- ONES(A) returns a matrix with the same dimensions as matrix A with all elements equal to 1.
- ZERO(A) Returns a matrix with the same dimensions as matrix A with all elements equal to zero.
- CVEC(min,max,n) Returns a column vector with n number or rows, with evenly spaced values ranging from min to max.
- RVEC(min,max,n) Returns a row vector with n number or columns, with evenly spaced values ranging from min to max .
Add and remove columns and rows
- CBIND(A,B[,..]) Returns a matrix with matrix B appended to matrix A, columnswise.
- RBIND(A,B[,..]) Returns a matrix with matrix B appended to matrix A, rowwise.
- CDEL(A,c) Returns the matrix A without column c.
- RDEL(A,r) Returns the matrix A without row r.
- CLEAN(A) Returns a matrix with empty columns and rows with missing data removed.
Matrix properties
- INDEX(A,r,c) Returns an element, row, or column of a matrix.
- NORM(A) Returns the 2-norm of a vector or matrix.
- NCOL(A) Returns the number of columns of a matrix.
- NROW(A) Returns the number of rows of a matrix.
- TRACE(A) Returns the sum of the elements on the main diagonal of a matrix.
Matrix Operations and Transformations
- KRON(A,B) Returns the Kronecker tensor product of matrices A and B.
- INV(A) Returns the inverse matrix of a matrix.
- PINV(A) Returns the Moore-Penrose Pseudoinverse of a matrix.
- RANK(A) Returns an estimate of the number of linearly independent rows or columns of a matrix.
- TRANSPOSE(A) Returns the transpose of a matrix.
- WINSORIZE(A,k) Returns a matrix with column-wise winsorized values.
Linear Equations
- BALANCE(A) Returns a better-balanced matrix with the same eigenvalues.
- DETERM(A) Returns the determinant of a matrix.
- HESSENBERG(A) Generates a Hessenberg matrix.
- EIG(A[,v]) Returns the Eigenvalues of matrix A.
- SOLVE(A,B) Solves the equation AX=B for X.
- MCOV(A) Returns the variance-covariance matrix.
- MCOR(A) Returns the correlation matrix.
- SSCP(A) Returns a matrix with sums of squares and cross-products.
Resampling
- RESAMPLE(A) Returns a matrix with the same dimension of A, containing a random selection of rows of A (resampling with replacement). Some rows of A may be duplicated in the result matrix, others may be missing.
- SUBSAMPLE(A,n) Returns a matrix with n number of rows, selected randomly from the rows of matrix A. Each row of A can only be present once in the result matrix.
Matrix statistical functions
- CMAX(A) Returns a row vector with column maxima.
- CMIN(A) Returns a row vector with column minima.
- CSSQ(A) Returns a row vector with the sum of the squared values of each column.
- CSUM(A) Returns a row vector with column totals.
- MMAX(A) Returns the numerically maximum value in a matrix.
- MMIN(A) Returns the numerically minimum value in a matrix.
- MSSQ(A) Returns the sum of the squared values of all of the elements in a matrix.
- MSUM(A) Returns the sum of all of the elements in a matrix.
- RMAX(A) Returns a column vector with row maxima.
- RMIN(A) Returns a column vector with row minima.
- RSSQ(A) Returns a column vector with the sum of the squared values of each row.
- RSUM(A) Returns a row vector with row totals.