Creates a wrapper for the 'SuiteSparse' routines that execute the Takahashi equations. These equations compute the elements of the inverse of a sparse matrix at locations where the its Cholesky factor is structurally non-zero. The resulting matrix is known as a sparse inverse subset. Some helper functions are also implemented. Support for spam matrices is currently limited and will be implemented in the future. See Rue and Martino (2007) <doi:10.1016/j.jspi.2006.07.016> and Zammit-Mangion and Rougier (2018) <doi:10.1016/j.csda.2018.02.001> for the application of these equations to statistics.
|Author||Andrew Zammit-Mangion [aut, cre], Timothy Davis [ctb], Patrick Amestoy [ctb], Iain Duff [ctb], John K. Reid [ctb]|
|Maintainer||Andrew Zammit-Mangion <[email protected]>|
|License||GPL (>= 2.1)|
|Package repository||View on CRAN|
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