Solve a matrix equation using the generalized Cholesky decompostion
This function solves the equation Ax=b for x, when
A is a block diagonal sparse matrix
(an object of class
a block diagonal sparse matrix object
a numeric vector or matrix, that forms the right-hand side of the equation.
if true, return the full inverse matrix; if false return only
that portion corresponding to the blocks.
This argument is ignored if
the tolerance for detecting singularity in the a matrix
other arguments are ignored
a consists of a block diagonal
sparse portion with an optional dense border.
The inverse of
a, which is to be computed if
y is not provided, will have the same
block diagonal structure as
a only if there
is no dense border, otherwise the resulting matrix will not be sparse.
However, these matrices may often be very large, and a non sparse
version of one of them will require gigabytes of even terabytes of
space. For one of the
common computations (degrees of freedom in a penalized model) only those
elements of the inverse that correspond to the non-zero part of
a are required;
full=F option returns only that portion
of the (block diagonal portion of) the inverse matrix.
b is not present, the inverse of
a is returned, otherwise the solution to
The equation is solved using a generalized Cholesky decomposition.
1 2 3 4 5 6
Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker.