gramian_reduction | R Documentation |
This function generates a matrix that can be used to reduce the dimensions of x'x and xy such that positive definiteness is ensured and more practically, that SparseM::chol will work
gramian_reduction(zeroes)
zeroes |
logical vector indicating which entries of the diagonal of x'x are zeroes. |
SparseM matrix that will reduce the dimension of x'x and xy
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