ichol: Wrapper for incomplete Cholesky decomposition

In GPvecchia: Scalable Gaussian-Process Approximations

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 Oct. 25, 2022, 1:06 a.m.