ichol: Wrapper for incomplete Cholesky decomposition
In GPvecchia: Scalable Gaussian-Process Approximations
ichol R Documentation
Wrapper for incomplete Cholesky decomposition
Description
Wrapper for incomplete Cholesky decomposition
Usage
ichol(M, S = NULL)
Arguments
M
the matrix to be decomposed
S
sparsity pattern matrix given
Value
the incomplete Cholesky factor in the sparse format
Examples
A = matrix(runif(25), ncol = 5)
A = t(A) * A + 2 * Matrix::Diagonal(5)
S = Matrix::Matrix(c(rep(1, 5), c(0, 1, 1, 0, 0), c(0, 0, 1, 0, 1),
c(0, 0, 0, 1, 0), c(0, 0, 0, 0, 1)), ncol = 5, byrow = TRUE)
I1 = ichol(A, S)
I2 = ichol(A * S)
GPvecchia documentation built on June 22, 2024, 11:13 a.m.
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| ichol | R Documentation |
Wrapper for incomplete Cholesky decomposition
Description
Wrapper for incomplete Cholesky decomposition
Usage
ichol(M, S = NULL)
Arguments
M |
the matrix to be decomposed |
S |
sparsity pattern matrix given |
Value
the incomplete Cholesky factor in the sparse format
Examples
A = matrix(runif(25), ncol = 5)
A = t(A) * A + 2 * Matrix::Diagonal(5)
S = Matrix::Matrix(c(rep(1, 5), c(0, 1, 1, 0, 0), c(0, 0, 1, 0, 1),
c(0, 0, 0, 1, 0), c(0, 0, 0, 0, 1)), ncol = 5, byrow = TRUE)
I1 = ichol(A, S)
I2 = ichol(A * S)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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