invert: Matrix Inversion with Fallback Methods

In lgspline: Lagrangian Multiplier Smoothing Splines for Smooth Function Estimation

Matrix Inversion with Fallback Methods

Description

Attempts matrix inversion using multiple methods, falling back to more robust approaches if standard inversion fails.

Usage

invert(mat, include_warnings = FALSE)

Arguments

mat	Square matrix to invert
include_warnings	Logical; default FALSE for current implementation.

Details

Tries methods in order:

1. Direct inversion using armaInv()

2. Generalized inverse using eigendecomposition

3. Returns identity matrix with warning if both fail

For eigendecomposition, uses a small ridge penalty (1e-16) for stability and zeroes eigenvalues below machine precision.

Value

Inverted matrix or identity matrix if all methods fail

Examples

## Well-conditioned matrix
A <- matrix(c(4,2,2,4), 2, 2)
invert(A) %**% A

## Singular matrix falls back to M.P. generalized inverse
B <- matrix(c(1,1,1,1), 2, 2)
invert(B) %**% B

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