Description Usage Arguments Value References Examples
This function is a wrapper of solve()
for finding X = AQ^{-1}t(A)
when the permuted Cholesky factor of Q is known.
#'
1 | cholsolveAQinvAT(Q = NULL, A = NULL, Lp = NULL, P = NULL)
|
Q |
matrix (if of class |
A |
sparse or dense matrix |
Lp |
the lower Cholesky factor of a permuted Q |
P |
the permutation matrix |
x solution to X = AQ^{-1}t(A)
Havard Rue and Leonhard Held (2005). Gaussian Markov Random Fields: Theory and Applications. Chapman & Hall/CRC Press
1 2 3 4 5 6 7 8 | require(Matrix)
Q = sparseMatrix(i = c(1, 1, 2, 2),
j = c(1, 2, 1, 2),
x = c(0.1, 0.2, 0.2, 1))
X <- cholPermute(Q)
y <- matrix(c(1,2), 2, 1)
A <- y %*% t(y)
cholsolveAQinvAT(Q,A,X$Qpermchol,X$P)
|
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