chol_solve: Banded Cholesky Solve
In halleybrantley/detrendr: Quantile Trend Filtering
Description
chol_solve Solves a linear system cholM
when cholM is a sparse banded cholesky.
Usage
1
chol_solve(cholM, b, k, upper = TRUE)
Arguments
cholM
sparse banded cholseky decomposition of discrete derivative
matrix of order k
b
dense solution vector
k
order of discrete derivative matrix
upper
boolean indicator of whether cholM is upper or lower triangular
halleybrantley/detrendr documentation built on May 30, 2019, 12:43 p.m.
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Description
chol_solve Solves a linear system cholM
when cholM is a sparse banded cholesky.
Usage
1 | chol_solve(cholM, b, k, upper = TRUE)
|
Arguments
cholM |
sparse banded cholseky decomposition of discrete derivative matrix of order k |
b |
dense solution vector |
k |
order of discrete derivative matrix |
upper |
boolean indicator of whether cholM is upper or lower triangular |
R Package Documentation
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Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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