The efficient evaluation of the hypergeometric function of a matrix argument
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- by Plamen Koev and Alan Edelman PDF
- Math. Comp. 75 (2006), 833-846 Request permission
Abstract:
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.References
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Additional Information
- Plamen Koev
- Affiliation: Department of Mathematics, Massachusetts Institute of Technology, Cambridge, Massachusetts 02139
- Email: plamen@math.mit.edu
- Alan Edelman
- Affiliation: Department of Mathematics, Massachusetts Institute of Technology, Cambridge, Massachusetts 02139
- Email: edelman@math.mit.edu
- Received by editor(s): September 16, 2004
- Received by editor(s) in revised form: February 26, 2005
- Published electronically: January 19, 2006
- Additional Notes: This work was supported in part by NSF Grant DMS-0314286.
- © Copyright 2006 American Mathematical Society
- Journal: Math. Comp. 75 (2006), 833-846
- MSC (2000): Primary 33C20, 65B10; Secondary 05A99
- DOI: https://doi.org/10.1090/S0025-5718-06-01824-2
- MathSciNet review: 2196994