mini.roots: Obtain square roots of penalty matrices

In mgcv: Mixed GAM Computation Vehicle with Automatic Smoothness Estimation

Obtain square roots of penalty matrices

Description

INTERNAL function to obtain square roots, B[[i]], of the penalty matrices S[[i]]'s having as few columns as possible.

Usage

mini.roots(S, off, np, rank = NULL)

Arguments

S	a list of penalty matrices, in packed form.
off	a vector where the i-th element is the offset for the i-th matrix. The elements in columns 1:off[i] of B[[i]] will be equal to zero.
np	total number of parameters.
rank	here rank[i] is optional supplied rank of S[[i]]. Set rank[i] < 1, or rank=NULL to estimate.

Value

A list of matrix square roots such that S[[i]]=B[[i]]%*%t(B[[i]]).

Author(s)

Simon N. Wood <[e-mail]>.

mgcv documentation built on May 29, 2024, 4:34 a.m.