dot-solver_build_lambda_block: Build Block-Diagonal Penalty Matrix

In lgspline: Lagrangian Multiplier Smoothing Splines for Smooth Function Estimation

Build Block-Diagonal Penalty Matrix

Description

Assembles the full P \times P block-diagonal penalty matrix \boldsymbol{\Lambda} from a shared per-partition penalty Lambda and optional partition-specific additive terms. P = p \times (K+1) where p is the number of basis terms per partition.

Usage

.solver_build_lambda_block(
  Lambda,
  K,
  unique_penalty_per_partition,
  L_partition_list
)

Arguments

Lambda	Shared p \times p penalty matrix.
K	Integer; number of interior knots (K+1 partitions).
unique_penalty_per_partition	Logical; if TRUE, add the corresponding element of L_partition_list to each block.
L_partition_list	List of K+1 partition-specific p \times p penalty matrices.

Details

When unique_penalty_per_partition = TRUE, the k-th diagonal block is Lambda + L_partition_list[[k]]; otherwise every block is Lambda.

Value

A P \times P block-diagonal matrix, P = p \times (K+1).

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