get_U: Efficiently Construct U Matrix

In lgspline: Lagrangian Multiplier Smoothing Splines for Smooth Function Estimation

Efficiently Construct U Matrix

Description

Efficiently Construct U Matrix

Usage

get_U(G, A, K, nc, nca)

Arguments

G	List of G matrices (\textbf{G})
A	Constraint matrix (\textbf{A})
K	Number of partitions minus 1 (K)
nc	Number of columns per partition
nca	Number of constraint columns

Details

Computes \textbf{U} = \textbf{I} - \textbf{G}\textbf{A}(\textbf{A}^{T}\textbf{G}\textbf{A})^{-1}\textbf{A}^{T} efficiently, avoiding unnecessary multiplication of blocks of \textbf{G} with all-0 elements.

Value

\textbf{U} matrix for constraints

lgspline documentation built on June 8, 2025, 10:45 a.m.