Designing a Computer Program for Matrix Operations

GUILLERMO A. FRANK; LUIS E. FRANK

Boston, Massachusetts

Congreso; Joint Statistical Meeting 2014; 2014

American Statistical Association

The paper presents a high-level software for solving linear systems. The program, written entirely in standard C language, operates directly on the command-line or through simple ?scripts? following a syntax similar to the classical mathematical notation. The paper also presents numerous statistical examples (e.g. parameter-estimation of linear regression-models) using large matrices. Finally, the program performance is compared against other software available for scientific computing, and conclusions are drawn about the benefits of working with each of them.