compute_woodbury: Woodbury Matrix Inversion Identity

Description Usage Arguments Value

View source: R/compute_woodbury.R

Description

compute_woodbury uses the Woodbury matrix inversion identity to compute the inverse of (I + M) where M is the cross-product of the design matrix X and I is the identity matrix.

Usage

1

Arguments

mat

a matrix.

Value

a matrix, the result of inverting mat.


Scott-Coggeshall/bigrq documentation built on Dec. 13, 2020, 7:49 a.m.