Tag Archives: NAG

Updated Catalogue of Software for Matrix Functions

Posted on March 10, 2016 by

Edvin Deadman and I have updated the catalogue of software for matrix functions that we produced in 2014 (and which was discussed in this post). The new version, which has undergone some minor reorganization, is available here. It covers what … Continue reading →

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Jeff Rohl’s Fortran TV Course

Posted on January 12, 2016 by

As a first year mathematics undergraduate at the University of Manchester in 1979, I had to choose one course from another department. Like the majority of students, I chose the Fortran Programming course CS151 provided for mathematics students by the … Continue reading →

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Cataloguing Software for Matrix Functions

Posted on February 17, 2014 by

I began working on functions of matrices just over thirty years ago, when I was an MSc student, my original interest being in the matrix square root. In those days relatively little research had been done on the topic and … Continue reading →

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The Nearest Correlation Matrix

Posted on February 13, 2013 by

A correlation matrix is a symmetric matrix with unit diagonal and nonnegative eigenvalues. In 2000 I was approached by a London fund management company who wanted to find the nearest correlation matrix (NCM) in the Frobenius norm to an almost … Continue reading →

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