Software

The MATLAB software available from this web page is distributed under the GNU GPL; see the License and Copyright notice for more information.

Efficient Function Evaluation

• Schur and Jack functions. These are based on the expansion through the monomial basis. Please note that the current most efficient way of computing the Schur function accurately for positive arguments is described in our paper "On computing Schur functions and series thereof."
• Hypergeometric function of a matrix argument

Eigenvalues and functions thereof of Laguerre, Jacobi, Wishart, and MANOVA random matrix ensembles

• BRET (Beta Random Ensembles Toolbox)

Accurate and Efficient Computations with Structured Matrices

• STN Tool
  Software for performing computations with (potentially) SINGULAR totally nonnegative matrices to high relative accuracy in O(n³) time.
  
  The eigenvalue algorithm will:
  • Compute all eigenvalues to high relative accuracy and, in particular, compute the zero eigenvalues exactly;
  • Compute exactly the sizes of the Jordan blocks corresponding to eigenvalue 0.
  The software works with both singular and nonsingular totally nonnegative matrices, but the focus is on the singular ones and as a result the package does not include routines such as inverse, solve, etc., which are available below in TN Tool for nonsingular TN matrices.
• TN Tool
  Software for performing virtually all matrix computations with NONSINGULAR totally nonnegative matrices to high relative accuracy in O(n³) time.
• Accurate eigenvalues of sign regular matrices, requires the package TNTool.
• Accurate SVDs of Chebyshev-Vandermonde matrices