Description Usage Arguments Details Author(s) Examples
Performs useful matrix operations using Rcpp and RcppEigen.
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A |
Matrix to perform operation on. |
Functions with "rcppeigen" directly call RcppEigen implementations of the associated functions; rcppeigen_get_chol_stable retrieves L and rcppeigen_get_chol_diag(A) retrieves D in A = LDL^T form, whereas rcppeigen_get_chol(A) retrieves L in A = LL^T form. Thanks to Jared Knowles who pointed out that the former variant is more stable (with a potential speed trade-off) and has found it useful for his package merTools. tinv
inverts a symmetric Toeplitz matrix using methods from Trench and Durbin from "Matrix Computations" by Golub and Van Loan using Rcpp.
gopalan88@gmail.com
1 | # See demo/FastGPdemo.R
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