matrix.lazy_cov: Creates a lazy covariance matrix.

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

Creates a lazy covariance matrix.

Description

Creates a lazy covariance matrix.

Usage

matrix.lazy_cov(mat, n_threads = 1)

Arguments

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

Value

Lazy covariance matrix. This is essentially the same matrix, but with a setup to create covariance terms as needed on the fly. The object is an S4 class with methods for efficient computation by adelie.

Author(s)

James Yang, Trevor Hastie, and Balasubramanian Narasimhan
Maintainer: Trevor Hastie [e-mail]

Examples

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

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