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Description

Hypergeometric Function of a Matrix Argument.

Evaluates the hypergeometric functions of a matrix argument, which appear in random matrix theory. This is an implementation of Koev & Edelman's algorithm (2006) <doi:10.1090/S0025-5718-06-01824-2>.

HypergeoMat

R-CMD-check

library(HypergeoMat)
library(microbenchmark)
jhpq <- hypergeomPFQ_julia()
## Starting Julia ...
microbenchmark(
  Rcpp = hypergeomPFQ(m = 30, a = c(1, 2, 3), b = c(4, 5), x = c(0.1, 0.2, 0.3)),
  Julia = jhpq(m = 30, a = c(1, 2, 3), b = c(4, 5), x = c(0.1, 0.2, 0.3)),
  times = 10
)
## Unit: milliseconds
##   expr       min        lq      mean    median       uq      max neval
##   Rcpp 3171.9094 3266.6886 3386.5241 3317.9526 3531.426 3659.559    10
##  Julia  339.2297  355.8744  755.2628  377.9874  438.013 3866.369    10
Metadata

Version

4.0.3

License

Unknown

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