dot-woodbury_transform_constraint_matrix_transpose: Form the Transpose Woodbury-Corrected Constraint Matrix

In lgspline: Lagrangian Multiplier Smoothing Splines for Smooth Function Estimation

Form the Transpose Woodbury-Corrected Constraint Matrix

Description

Applies (\mathbf{G}^{1/2})^{\top}\mathbf{A} with \mathbf{G}^{1/2} = \mathbf{G}_{\mathrm{on}}^{1/2}\mathbf{F}^{1/2}. The transformed OLS system uses this orientation for y^* and X^*, then maps residuals back with \mathbf{G}^{1/2}.

Usage

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

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