dot-woodbury_transform_constraint_matrix: Form the Woodbury-Corrected Constraint Design Matrix

In lgspline: Lagrangian Multiplier Smoothing Splines for Smooth Function Estimation

Form the Woodbury-Corrected Constraint Design Matrix

Description

Constructs the transformed constraint matrix \mathbf{X}^{*} = \mathbf{G}^{1/2}\mathbf{A} for the Woodbury-accelerated correlated solver without forming the full dense \mathbf{G}^{1/2} explicitly.

Usage

.woodbury_transform_constraint_matrix(
  Ghalf_corrected,
  A,
  K,
  p_expansions,
  wb_sqrt,
  parallel_aga,
  cl,
  chunk_size,
  num_chunks,
  rem_chunks
)

Arguments

Ghalf_corrected	List of corrected \mathbf{G}_{\mathrm{on},k}^{1/2} matrices.
A	Constraint matrix.
K, p_expansions	Integer dimensions.
wb_sqrt	Output of .woodbury_halfsqrt_components().
parallel_aga	Logical.
cl, chunk_size, num_chunks, rem_chunks	Parallel parameters.

Value

Numeric matrix with P rows and ncol(A) columns.

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