Calculate and solve linear equations with Kronecker structure.

Description

The package implements efficient ways to evaluate and solve equations of the form Ax=b, where A is a kronecker product of matrices. Functions to solves least squares problems of this type are also included.

Details

Package: klin
Type: Package
Version: 2007-01-08
Date: 2007-01-08
License: GPL version 2 or newer

The most important functions are klin.eval and klin.solve, which evaluate A %*% x or solve for x in A %*% x == b where A is a Kronecker product and x and b are conforming vectors.

Convenience functions for solving least squares problems with Kronecker structure (klin.ls and klin.preparels) are also included. The function klin.klist forms the Kronecker product of a list of matrices.

Author(s)

Author and Maintainer: Tamas K Papp <tpapp@princeton.edu>

References

Paul E. Buis and Wayne R. Dyksen. Efficient Vector and Parallel Manipulation of Tensor Products. ACM Transactions on Mathematical Software, Vol. 22, No. 1, March 1996, Pages 18–23.