Every time I think I know what's going on, suddenly there's another layer of complications.
2019年4月7日星期日
2019年4月2日星期二
2019年3月29日星期五
NLPNRA (nonlinear programming – Newton Raphson Algorithm) call in IML
CALL NLPNRA( rc, xr, "fun", x0 <,opt, blc, tc, par, "ptit", "grd", "hes">);
rc: positive value indicate optimization succed, negative value indicate failure.
xr, returned parameters.
rc: positive value indicate optimization succed, negative value indicate failure.
xr, returned parameters.
2019年3月25日星期一
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2019年3月18日星期一
Hermite and Smith forms
http://www.math.ubc.ca/~cass/siegel/Smith.pdf
https://en.wikipedia.org/wiki/Hermite_normal_form
SAS
https://en.wikipedia.org/wiki/Hermite_normal_form
SAS
HERMITE Function
The HERMITE function uses elementary row operations to compute the Hermite normal form of a matrix. For square matrices this normal form is upper triangular and idempotent.
If the argument is square and nonsingular, the result is the identity matrix. In general the result satisfies the following four conditions (Graybill, 1969):
- It is upper triangular.
- It has only values of 0 and 1 on the diagonal.
- If a row has a 0 on the diagonal, then every element in that row is 0.
- If a row has a 1 on the diagonal, then every off-diagonal element is 0 in the column in which the 1 appears.
The following statements compute an example from Graybill (1969):
a = {3 6 9, 1 2 5, 2 4 10}; h = hermite(a); print h;
http://support.sas.com/documentation/cdl/en/imlug/65547/HTML/default/viewer.htm#imlug_langref_sect260.htm
If the argument is a square matrix, then the Hermite normal form can be transformed into the row-echelon form by rearranging rows in which all values are 0.
The trace of the Hermite matirx is the rank.
2019年3月6日星期三
Row vector is a function
A row vector is a function takes a column vector as input and produce a scalar
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