solve-methods: Solve methods for 'WoodburyMatrix' objects

In WoodburyMatrix: Fast Matrix Operations via the Woodbury Matrix Identity

Solve methods for WoodburyMatrix objects

Description

Methods based on solve to solve a linear system of equations involving WoodburyMatrix objects. These methods take advantage of the Woodbury matrix identity and therefore can be much more time and memory efficient than forming the matrix directly.

Calling this function while omitting the b argument returns the inverse of a. This is NOT recommended, since it removes any benefit from using an implicit representation of a.

Usage

## S4 method for signature 'GWoodburyMatrix,missing'
solve(a)

## S4 method for signature 'GWoodburyMatrix,numLike'
solve(a, b)

## S4 method for signature 'GWoodburyMatrix,matrix'
solve(a, b)

## S4 method for signature 'GWoodburyMatrix,ANY'
solve(a, b)

## S4 method for signature 'SWoodburyMatrix,missing'
solve(a)

## S4 method for signature 'SWoodburyMatrix,numLike'
solve(a, b)

## S4 method for signature 'SWoodburyMatrix,matrix'
solve(a, b)

## S4 method for signature 'SWoodburyMatrix,ANY'
solve(a, b)

Arguments

a	WoodburyMatrix object.
b	Matrix, vector, or similar (needs to be compatible with the submatrices a@A and a@V or a@X that define the WoodburyMatrix).

Value

The solution to the linear system, or the inverse of the matrix. The class of the return value will be a vector if b is a vector, and may otherwise be either a regular matrix or a subclass of Matrix, with the specific subclass determined by a and b.

Functions

• solve,GWoodburyMatrix,missing-method: Invert the matrix

• solve,GWoodburyMatrix,numLike-method: Solve the linear system

• solve,GWoodburyMatrix,matrix-method: Solve the linear system

• solve,GWoodburyMatrix,ANY-method: Solve the linear system

• solve,SWoodburyMatrix,missing-method: Invert the symmetric matrix

• solve,SWoodburyMatrix,numLike-method: Solve the linear system

• solve,SWoodburyMatrix,matrix-method: Solve the linear system

• solve,SWoodburyMatrix,ANY-method: Solve the linear system

See Also

WoodburyMatrix, WoodburyMatrix

WoodburyMatrix documentation built on July 9, 2023, 7:04 p.m.