[Gretl-users] Re: efficient duplication matrix?
On Sun, 3 Jan 2021, Sven Schreiber wrote:
I'm relatively indifferent, but are you talking about a regular
package
or an addon? (Reminder to other people: Addons are packages that are
part of the gretl codebase and are automatically shipped with gretl.)
I'm starting to consider the idea of an extra_matrix addon with
specialised matrix functions that are probably overkill in libgretl but
may be useful to some people: all the special operations involving
duplication, commutation etc. and perhaps sparse matrix routines (useful
in some areos of machine learning and multivariate temporal
disaggregation). I found on the net a few C impementations that we may
borrow.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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