cholsolveAQinvAT: Solve the equation X = AQ^-1t(A) under permutations
In sparseinv: Computation of the Sparse Inverse Subset

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 `Matrix` needs to be column-compressed, i.e., `dgCMatrix` or `dsCMatrix`)), the Cholesky factor of which needs to be found
`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

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)