[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
[Axiom-mail] A question about Axiom capabilities
From: |
Mike Valenzuela |
Subject: |
[Axiom-mail] A question about Axiom capabilities |
Date: |
Tue, 26 Feb 2013 15:14:22 -0700 |
Hello, I'm investigating several CA systems currently and I am wondering if Axiom has certain capabilities.
Specifically:
(A) Differentiation through indefinite sums with respect to indexed/subscripted variables. E.g., D( sum(p[i]*x[i],i)^2, j ) --> 2* p[j] * sum(p[i]*x[i],i)
(B) Matrix Calculus. E.g.,
D( sum( p[k] * multivariate_normal(mu[k], Sigma[k]), k), Sigma[j] ) --> Some large awful thing defined in equation 373 from the Matrix Cookbook, Version: November 14, 2008.
As I do some work with random variables and certainty equivalents, it would be nice to find a CAS that allows me to easily double check my math.
- [Axiom-mail] A question about Axiom capabilities,
Mike Valenzuela <=