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matrix-square-root

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faosorios / fastmatrix

Fast computation of some matrices useful in statistics

ridge-regression ols-regression sweep-operator power-method lu-factorization schur-decomposition matrix-norms sherman-morrison commutation-matrix matrix-api-for-r-packages symmetrizer-matrix ldl-factorization jarque-bera-test modified-cholesky matrix-square-root

Updated Oct 15, 2025
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