The Efficient Evaluation of the Hypergeometric Function of a Matrix Argument
概率论
2007-05-23 v1 数值分析
摘要
We present new algorithms that efficiently approximate the hypergeometric function of a matrix argument through its expansion as a series of Jack functions. Our algorithms exploit the combinatorial properties of the Jack function, and have complexity that is only linear in the size of the matrix.
引用
@article{arxiv.math/0505344,
title = {The Efficient Evaluation of the Hypergeometric Function of a Matrix Argument},
author = {Plamen Koev and Alan Edelman},
journal= {arXiv preprint arXiv:math/0505344},
year = {2007}
}
备注
14 pages, 3 figures