sparseinv: Computation of the Sparse Inverse Subset

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.

Package details

AuthorAndrew Zammit-Mangion [aut, cre], Timothy Davis [ctb], Patrick Amestoy [ctb], Iain Duff [ctb], John K. Reid [ctb]
MaintainerAndrew Zammit-Mangion <[email protected]>
LicenseGPL (>= 2.1)
Version0.1.3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("sparseinv")

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sparseinv documentation built on May 2, 2019, 7:04 a.m.