dot-lagrangian_project_full: Full-System Lagrangian Projection

.lagrangian_project_fullR Documentation

Full-System Lagrangian Projection

Description

Applies the transformed OLS projection when \mathbf{G}^{1/2} is a full P \times P matrix. This is used as an exact active-set refinement for correlated paths after the Woodbury solve has found the current quadratic approximation.

Usage

.lagrangian_project_full(
  GhalfXy,
  Ghalf_full,
  A,
  K,
  p_expansions,
  constraint_value_vectors,
  family,
  parallel_qr = FALSE,
  cl = NULL
)

lgspline documentation built on Aug. 5, 2026, 1:10 a.m.