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math.NA2014
Symmetric QR Algorithm with Permutations
Aravindh Krishnamoorthy
In this paper, we present the QR Algorithm with Permutations that shows an improved convergence rate compared to the classical QR algorithm. We determine a bound for performance ba…
math.NA2013
Coefficient Matrices Computation of Structural Vector Autoregressive Model
Aravindh Krishnamoorthy
In this paper we present the Large Inverse Cholesky (LIC) method, an efficient method for computing the coefficient matrices of a Structural Vector Autoregressive (SVAR) model.