chol_inv_jitter: Inverse a matrix using an adaptive jitter term
In MagmaClustR: Clustering and Prediction using Multi-Task Gaussian Processes with Common Mean
View source: R/kernel-to-matrices.R
chol_inv_jitter R Documentation
Inverse a matrix using an adaptive jitter term
Description
Inverse a matrix from its Choleski decomposition. If (nearly-)singular,
increase the order of magnitude of the jitter term added to the diagonal
until the matrix becomes non-singular.
Usage
chol_inv_jitter(mat, pen_diag)
Arguments
mat
A matrix, possibly singular.
pen_diag
A number, a jitter term to add on the diagonal.
Value
A matrix, inverse of mat plus an adaptive jitter term
added on the diagonal.
Examples
TRUE
MagmaClustR documentation built on June 29, 2024, 1:06 a.m.
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View source: R/kernel-to-matrices.R
| chol_inv_jitter | R Documentation |
Inverse a matrix using an adaptive jitter term
Description
Inverse a matrix from its Choleski decomposition. If (nearly-)singular, increase the order of magnitude of the jitter term added to the diagonal until the matrix becomes non-singular.
Usage
chol_inv_jitter(mat, pen_diag)
Arguments
mat |
A matrix, possibly singular. |
pen_diag |
A number, a jitter term to add on the diagonal. |
Value
A matrix, inverse of mat plus an adaptive jitter term
added on the diagonal.
Examples
TRUE
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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