Timeline for Computing hypergeometric function of matrix argument
Current License: CC BY-SA 3.0
9 events
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| Apr 13, 2017 at 12:58 | history | edited | CommunityBot |
replaced http://mathoverflow.net/ with https://mathoverflow.net/
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| Apr 2, 2013 at 0:47 | comment | added | Suvrit | if you are really interested in solving this question, please get in touch with me by email---I have previously (though for a much simpler case) discussed such problems with a colleague of mine. | |
| Apr 1, 2013 at 12:54 | comment | added | ostap bender | 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. | |
| Apr 1, 2013 at 12:51 | vote | accept | ostap bender | ||
| Mar 28, 2013 at 18:36 | comment | added | Suvrit | I guess, that getting rigorous error bounds on approximating this integral will be tedious----however, the route I would take is to do some "asymptotic approximations" or "Pade approximations" so that one has a numerically fast method.... | |
| Mar 28, 2013 at 9:54 | comment | added | ostap bender | Thanks for your further remarks. I have come around a paper by Kume & Walker (link.springer.com/article/10.1007%2Fs11222-008-9081-z), 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. | |
| Mar 22, 2013 at 4:33 | history | edited | Suvrit | CC BY-SA 3.0 |
added new para on numerical computation.......
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| Mar 21, 2013 at 10:30 | comment | added | ostap bender | 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 | |
| Mar 20, 2013 at 16:50 | history | answered | Suvrit | CC BY-SA 3.0 |