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The power of bidiagonal matrices

https://nhigham.com/2023/11/22/the-power-of-bidiagonal-matrices/

by RafelMri • 3 years ago

53 5 3 years ago

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5

dejj• 3 years ago

The bidiagonal matrix looks like a chain of binary terms. Is there any relation to monads or possibly lenses, or am I making this up?

reuben3642• 3 years ago

With my limited knowledge, I don't see it. Could you elaborate on how you made that connection?

evrimoztamur• 3 years ago

In fact it is a common way to represent binary trees for financial derivative valuations (and probably other applications), good eye.

reuben3642• 3 years ago

I'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• 3 years ago

This might help: https://nhigham.com/2020/06/09/what-is-a-matrix-function/

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