Community Profile # Henrik Dam

Active since 2013

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Question

Non symmetricity of matrix supposed to be.
Consider A,B symmetric matrices (in practice they are 112x112). I want to calculate C=A^-1(B)A^(-1) numerically. I guess t...

8 years ago | 0 answers | 0

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Question

Is it better to trick Matlab into doing constrained optimisation.
Assume that I want to do some constrained optimisation. I am using fmincon with the SQP algorithm, but I am hoping to get intuit...

8 years ago | 2 answers | 0

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Question

Gauss hypergeometric 2F1 function for complex argument.
I have wound myself up in the situation of having to evaluate the Gauss hypergeometric 2F1 function for complex argument (i beli...

8 years ago | 0 answers | 0

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Question

Simplify expression with exponential function.
Consider the following minimal example: syms x simplify(x/exp(1)) This returns (1125899906842624*x)/306051325743...

8 years ago | 1 answer | 0

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Question

Numerical symbolic differentiation and evaluate at 0.
I am trying to do numerical symbolic differentiation of the kappa function below after which I want to evaluate at 0 and simplif...

8 years ago | 0 answers | 0

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Question

About Inverse Gaussian random variable generation
I am looking for a way of generating Inverse Gaussian random variables, I know there are relatively simple algorithms using rand...

8 years ago | 0 answers | 0

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Question

Dear matlabcentral, I'm working on my thesis in mathematical finance. As a small part of it I am to numerically find a gradie...

9 years ago | 1 answer | 0

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Question

Expand vector along third dimension
My question is simply, but I cannot figure out how to do it. Assume I have a vector K=[K_1,..,K_n] then I would like to creat...

9 years ago | 2 answers | 1

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Question

Multiple function calls requiring vectorised expressions.
This is an example of a problem which arose for me today. I found an ugly workaround in my specific case, but I would like to kn...

9 years ago | 1 answer | 0

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Question

Is the rank function reliable?
In doing econometrics i need to check if a spicy numerically determined matrix has full rank. Is it reliable to just evaluate...

9 years ago | 2 answers | 3