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The Efficient Evaluation of the Hypergeometric Function of a Matrix Argument

Plamen Koev·Alan Edelman
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Abstract

We present new algorithms that efficiently approximate the hypergeometric function of a matrix argument through its expansion as a series of Jack functions. Our algorithms exploit the combinatorial properties of the Jack function, and have complexity that is only linear in the size of the matrix.

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Plamen Koev, Alan Edelman. 2005-05-16. The Efficient Evaluation of the Hypergeometric Function of a Matrix Argument. https://arxiv.org/abs/math/0505344

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