dot-multiply_sigma_B: Multiply approximate covariance by B Sigma_i = U_i Lambda_i...
In bbuchsbaum/discursive: What the Package Does (One Line, Title Case)
.multiply_sigma_B R Documentation
Multiply approximate covariance by B
Sigma_i = U_i Lambda_i U_i^T + sigma^2 I
=> Sigma_i B = U_i Lambda_i (U_i^T B) + sigma^2 B
Description
Multiply approximate covariance by B
Sigma_i = U_i Lambda_i U_i^T + sigma^2 I
=> Sigma_i B = U_i Lambda_i (U_i^T B) + sigma^2 B
Usage
.multiply_sigma_B(SigmaApprox, B)
bbuchsbaum/discursive documentation built on April 14, 2025, 4:57 p.m.
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| .multiply_sigma_B | R Documentation |
Multiply approximate covariance by B Sigma_i = U_i Lambda_i U_i^T + sigma^2 I => Sigma_i B = U_i Lambda_i (U_i^T B) + sigma^2 B
Description
Multiply approximate covariance by B Sigma_i = U_i Lambda_i U_i^T + sigma^2 I => Sigma_i B = U_i Lambda_i (U_i^T B) + sigma^2 B
Usage
.multiply_sigma_B(SigmaApprox, B)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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