The singular value decomposition and low-rank approximations
A previous article discussed the mathematical properties of the singular value decomposition (SVD) and showed…
Tag: Matrix Computations
Flip it. Flip it good.
A SAS user needed to convert a program from MATLAB into the SAS/IML matrix language…
Difference operators as matrices
For a time series { y1, y2, ..., yN }, the difference operator computes the…
Rotation matrices and 3-D data
Rotation matrices are used in computer graphics and in statistical analyses. A rotation matrix is…
Counting observations for which two events occur
Every year near Halloween I write an article in which I demonstrate a simple programming…
Visualize a weighted regression
What is weighted regression? How does it differ from ordinary (unweighted) regression? This article describes…
Absorbing Markov chains in SAS
Last week I showed how to represent a Markov transition matrix in the SAS/IML matrix…
Markov transition matrices in SAS/IML
Many computations in elementary probability assume that the probability of an event is independent of…
Grids and linear subspaces
A grid is a set of evenly spaced points. You can use SAS to create…
Compute the square root matrix
Children in primary school learn that every positive number has a real square root. The…