dot-try_woodbury_active_set: Attempt Woodbury Partition-Wise Active-Set Refinement

In lgspline: Lagrangian Multiplier Smoothing Splines for Smooth Function Estimation

Attempt Woodbury Partition-Wise Active-Set Refinement

Description

Small wrapper around .active_set_refine_woodbury() used by both get_B() and blockfit_solve(). When the refinement errors, the caller can cleanly fall back to the dense QP path while optionally surfacing the underlying failure.

Usage

.try_woodbury_active_set(
  result,
  K,
  p_expansions,
  A,
  R_constraints,
  constraint_value_vectors,
  family,
  qp_Amat,
  qp_bvec,
  qp_meq,
  rhs_list,
  Ghalf_corrected,
  wb_sqrt,
  parallel_aga,
  parallel_matmult,
  cl,
  chunk_size,
  num_chunks,
  rem_chunks,
  tol,
  parallel_qr = FALSE,
  include_warnings = TRUE,
  warn_context = ".try_woodbury_active_set",
  initial_active_ineq = integer(0)
)

Arguments

result	Current coefficient list.
K, p_expansions	Integer dimensions.
A	Original equality constraint matrix.
R_constraints	Number of columns of A.
constraint_value_vectors	Constraint RHS list.
family	GLM family object.
qp_Amat, qp_bvec, qp_meq	Inequality specification.
rhs_list	Partition-wise right-hand-side vectors for the current Woodbury-refined quadratic approximation.
Ghalf_corrected	List of corrected \mathbf{G}_{\mathrm{on},k}^{1/2} matrices.
wb_sqrt	Output of .woodbury_halfsqrt_components().
parallel_aga, parallel_matmult	Logical flags.
cl, chunk_size, num_chunks, rem_chunks	Parallel parameters.
tol	Numeric tolerance.
include_warnings	Logical; emit warning if the active-set call errors and the caller will fall back.
warn_context	Character scalar identifying the caller in warning text.
initial_active_ineq	Integer vector of inequality columns used as the initial working set.

Value

Either a list with result and qp_info, or NULL to signal dense fallback.

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