Description
Hypergeometric Function of a Matrix Argument.
Description
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>.
README.md
HypergeoMat
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