R/matrix.R

In irregulAR1: Functions for Irregularly Sampled AR(1) Processes

#' Backsolve with band 1 upper Cholesky.
#'
#' Backsolve with band 1 upper Cholesky.
#' @param U An upper triangular square matrix with non-zero entries only on the
#'   main diagonal and the first superdiagonal.
#' @param z A vector with as many elements as the number of rows of U.
#' @return A vector.
#' @importFrom methods as
#' @importFrom Matrix t
#' @export
#' @examples
#' Q <- ar1_prec_irregular(c(1, 3:4, 6), 0.5, 1)
#' U <- chol_tridiag_upper(Q)
#' z <- rnorm(nrow(U))
#' band1_backsolve(U, z)
band1_backsolve <- function(U, z) {
  if (nrow(U) != ncol(U)) stop("U must be square.")
  if (nrow(U) != length(z)) stop("The dimensions of U and z must match.")
  if (!(class(U) %in% c("dgCMatrix", "dgRMatrix", "dgTMatrix", "dsCMatrix",
                        "dtCMatrix", "nsparseMatrix"))) {
    # U <- methods::as(U, "CsparseMatrix")
    as(U, "CsparseMatrix")
  }
  return(band1_backsolve_vec(U, z))
}