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The power of bidiagonal matrices
- dejj 3y agoThe bidiagonal matrix looks like a chain of binary terms. Is there any relation to monads or possibly lenses, or am I making this up?
- reuben364 3y agoWith my limited knowledge, I don't see it. Could you elaborate on how you made that connection?
- evrimoztamur 3y agoIn fact it is a common way to represent binary trees for financial derivative valuations (and probably other applications), good eye.
- reuben364 3y agoI'm having trouble getting the types right for the formula mentioned under the Matrix Function heading. Is f meant to be linear? Is f' meant to be pointwise derivative?
- shusaku 3y agoThis might help: https://nhigham.com/2020/06/09/what-is-a-matrix-function/ https://nhigham.com/2020/06/09/what-is-a-matrix-function/