ostap bender
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Registered User
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Apr 1 |
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Computing hypergeometric function of matrix argument I assume the question to be answered by your reply and our discussion below. One more thing I'll be trying is the use of saddlepoint approximations, which were also derived by Kume. |
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Mar 28 |
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Computing hypergeometric function of matrix argument Thanks for your further remarks. I have come around a paper by Kume & Walker (link.springer.com/article/…), which gives a way to compute the normalization constant with a rigorous error analysis. Unfortunately their method might become computationally quite burdensome for some interesting cases. |
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Mar 21 |
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Computing hypergeometric function of matrix argument Thank you for your post. I was aware of the code and the contribution in Koevs paper is very interesting. Unfortunately, there is no error analysis for his proposed algorithm yet and thus it is not possible to know the number of terms needed in his algorithm to obtain a pre-defined accuracy. Numerical integration would work. Still, it would be necessary to handle the curse of dimensionality for large p |
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Mar 20 |
awarded | ● Editor |
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Mar 20 |
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Computing hypergeometric function of matrix argument fixed grammar |
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Mar 20 |
asked | Computing hypergeometric function of matrix argument |
