matrix.eager_cov: Creates an eager covariance matrix.

In adelie: Group Lasso and Elastic Net Solver for Generalized Linear Models

Creates an eager covariance matrix.

Description

Creates an eager covariance matrix.

Usage

matrix.eager_cov(mat, n_threads = 1)

Arguments

mat	A dense matrix to be used with the gaussian_cov() solver.
n_threads	Number of threads.

Value

The dense covariance matrix. This matrix is exactly t(mat)%*%mat, computed with some efficiency.

Examples

n <- 100
p <- 20
mat <- matrix(rnorm(n * p), n, p)
out <- matrix.eager_cov(mat)

adelie documentation built on Sept. 11, 2024, 6:36 p.m.