cholsolveAQinvAT: Solve the equation X = AQ^-1t(A) under permutations

In andrewzm/linalg: Linalg functions

Description

This function is a wrapper of solve() for finding X = AQ^{-1}t(A) when the permuted Cholesky factor of Q is known. #'

Usage

cholsolveAQinvAT(Q, A, Lp, P)

Arguments

Q	ignored (deprecated)
A	matrix
Lp	Permuted Cholesky factor of Q
P	the pivot matrix

Value

x solution to X = AQ^{-1}t(A)

Examples

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)

andrewzm/linalg documentation built on May 10, 2019, 11:15 a.m.