Suppose I have two positive definite matrices, A and B. Is it possible
to use U*D*U^T factorizations of these matrices to obtain a numerically
stable result for their difference, A - B ?
My application is the "UD" factorization method for the Kalman filter
followed by the Rauch-Tung-Striebel s
On 2012-11-20 18:09, Pauli Virtanen wrote:
> 20.11.2012 15:24, Virgil Stokes kirjoitti:
> [clip]
>> I am aware that they are both correct; but, if you are doing covariance
>> QR decomposition then you almost surely are interested in the positive
>> results (which is the def
On 20-Nov-2012 00:30, Charles R Harris wrote:
On Mon, Nov 19, 2012 at 4:17 PM, Virgil Stokes <mailto:v...@it.uu.se>> wrote:
I am using the latest versions of numpy (from
numpy-1.7.0b2-win32-superpack-python2.7.exe) and scipy (from
scipy-0.11.0-win32-superpack-python2.7.e
I am using the latest versions of numpy (from
numpy-1.7.0b2-win32-superpack-python2.7.exe) and scipy (from
scipy-0.11.0-win32-superpack-python2.7.exe ) on a windows 7 (32-bit)
platform.
I have used
import numpy as np
q,r = np.linalg.qr(A)
and compared the results obtained from MATLAB (R2010B
On 20-Jul-2012 11:34, Andreas Hilboll wrote:
>> Hi,
>>
>> I am pleased to announce the availability of the first release candidate
>> of
>> SciPy 0.11.0. For this release many new features have been added, and over
>> 120 tickets and pull requests have been closed. Also noteworthy is that
>> the
>>
On 27-Jun-2012 08:04, klo uo wrote:
> from numpy import arange, ones
> import matplotlib.pyplot as plt
> from mpl_toolkits.mplot3d import Axes3D
>
> fig = plt.figure()
> ax = fig.add_subplot(111, projection='3d')
>
> o = ones(4)
> r = arange(4)
>
> # planes:
> for z in arange(3)+1:
> ax.bar(r,
On 27-Jun-2012 11:40, klo uo wrote:
I continued in this mpl trip, with small animation sequence:
# animation
ax.view_init(90,-90)
plt.ion()
plt.draw()
plt.show()
for l in arange(25):
ax.set_xlim3d(1.5-.1*l,2.5+.1*l)
ax.set_ylim3d(1.5-.1*l,2.5+.
I am considering the development of an all Python package (with numpy and
matplotlib) for the modeling and analysis of financial time series.
This is a rather ambitious and could take sometime before I can have something
that is useful. Thus, any suggestions, pointers, etc. to related work wo
On 04-Jun-2010 08:09, Anne Archibald wrote:
> On 4 June 2010 00:24, Wayne Watson wrote:
>
>> The link below leads me to http://numpy.scipy.org/, with or without the
>> whatever. IRAF is not mentioned on the home page.
>>
> Um. I was not being specific. For a concrete example of what I me
David Cournapeau wrote:
> Hi,
>
> The first release candidate for 1.4.0 has been released. The sources,
> as well as mac and windows installers may be found here:
>
> https://sourceforge.net/projects/numpy/files/
>
> The main improvements compared to 1.3.0 are:
>
> * Faster import time
> * Extended
Amenity Applewhite wrote:
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