dot-extract_G_diagonal: Extract Per-Partition Diagonal Blocks from a Full Matrix

In lgspline: Lagrangian Multiplier Smoothing Splines for Smooth Function Estimation

Extract Per-Partition Diagonal Blocks from a Full Matrix

Description

Given a P \times P matrix (e.g., the full-system \mathbf{G} = (\mathbf{X}^{\top}\mathbf{V}^{-1}\mathbf{X} + \boldsymbol{\Lambda})^{-1}), extracts the p \times p diagonal block for each of the K+1 partitions.

Usage

.extract_G_diagonal(M, p_expansions, K)

Arguments

M	A P \times P matrix where P = p\_expansions \times (K+1).
p_expansions	Integer; number of basis terms (columns) per partition.
K	Integer; number of interior knots.

Value

A list of length K+1, each element a p\_expansions \times p\_expansions matrix corresponding to the diagonal block for partition k.

lgspline documentation built on May 8, 2026, 5:07 p.m.