GK Matrix Reduction
A variation of Gaussian reduction for algebras not closed under division (e.g. polynomials).
On Computing Sines and Cosines
Tables and cubic interpolation.
Bessel Function Calculations
How to generate a Taylor series expansion about some x0 > 0.
Solving Integrals using Differential Equations
A class of integrals with no closed form solutions satisfy differential equations.
Tri-diagonal Transition Matrix
Converting matrixes with complex eigenvalues to tri-diagonal form so as to reduce the number of operations for state vector models.
Simultaneous solution using vector Newton-Rhapson.
Eigenvalues and Eigenvectors
Steepest descent and orthogonalization.
Computing Gradient and Hessian from Objective Values
Kalman Smoothing via Auxiliary Outputs
Adjoint Gradients for System Identification
Single Most Likely Replacement Detection
Nahi's Balanced Realization
Deconvolution and Wavelet Estimation