Description Usage Arguments Value References Examples
This function is similar to solve(Q,y)
but with the
added benefit that it allows for permuted matrices. This
function does the job in order to minimise user error when
attempting to re-permute the matrices prior or after
solving. The user also has an option for the permuted
Cholesky factorisation of Q to be carried out internally.
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Q |
matrix (sparse or dense), the Cholesky factor of which needs to be found |
y |
matrix with the same number of rows as Q |
perm |
if F no permutation is carried out, if T permuted Cholesky factors are used |
cholQ |
the Cholesky factor of Q (if known already) |
cholQp |
the permuted Cholesky factor of Q (if known already) |
P |
the pivot matrix (if known already) |
x solution to Qx = y
Havard Rue and Leonhard Held (2005). Gaussian Markov Random Fields: Theory and Applications. Chapman & Hall/CRC Press
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