Description Usage Arguments Value References Examples
This function is similar to chol(A, pivot=T) when A is a sparse matrix. The fill-in reduction permutation is the approximate minimum degree permutation of Davis' SuiteSparse package configured to be slightly more aggressive than that in the Matrix package.
1 | cholPermute(Q)
|
Q |
precision matrix of class |
A list with two elements, Qpermchol (the permuted Cholesky factor) and P (the permutation matrix) of class Matrix. Note that spam
matrices are not returned to comply with the Takahashi_Davis function which requires objects of class Matrix
.
Havard Rue and Leonhard Held (2005). Gaussian Markov Random Fields: Theory and Applications. Chapman & Hall/CRC Press
1 2 3 4 | require(Matrix)
cholPermute(sparseMatrix(i = c(1,1,2,2),
j = c(1, 2, 1, 2),
x = c(0.1, 0.2, 0.2, 1)))
|
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