I previously wrote an article about the Lambert W function. The Lambert W function is the inverse of the function g(x) = x exp(x). This means that you can use it to find the value of x such that g(x)=c for any value of c in the range of g, which
A SAS programmer had many polynomials for which he wanted to compute the real roots. By the Fundamental Theorem of Algebra, every polynomial of degree d has d complex roots. You can find these complex roots by using the POLYROOT function in SAS IML. The programmer only wanted to output
A colleague asked me an interesting question: Suppose you have a structured correlation matrix, such as a matrix that has a compound symmetric, banded, or an AR1(ρ) structure. If you generate a random correlation matrix that has the same eigenvalues as the structured matrix, does the random matrix have the
