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D-modules 1 Gröbner basis 1 Hypergeometric function of a matrix argument 1 Zonal polynomial 1
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Hashiguchi, Hiroki 1 Numata, Yasuhide 1 Takayama, Nobuki 1 Takemura, Akimichi 1
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Journal of Multivariate Analysis 1
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The holonomic gradient method for the distribution function of the largest root of a Wishart matrix
Hashiguchi, Hiroki; Numata, Yasuhide; Takayama, Nobuki; … - In: Journal of Multivariate Analysis 117 (2013) C, pp. 296-312
We apply the holonomic gradient method introduced by Nakayama et al. (2011) [23] to the evaluation of the exact distribution function of the largest root of a Wishart matrix, which involves a hypergeometric function 1F1 of a matrix argument. Numerical evaluation of the hypergeometric function...
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