R/getSol.R

In isglobal-brge/GCCA: Generalized Canonical Correlation Analysis having missing individuals

getSol <- function(XX, inv, lambda, mc.cores=1){
  ans <- mclapply(1:length(XX), getSol.i, XX=XX, inv=inv,
                  lambda=lambda, mc.cores=mc.cores)
  ans
}

getSol.i <- function(i, XX, inv, lambda){
  M <- crossprod(XX[[i]])
  if (inv==1) # solve
    Minv <- chol2inv(chol(M))
  else if (inv==2) # penalized
    Minv <- chol2inv(chol(M + diag(nrow(M))*lambda[i]))
  else
    stop("need correct method")

  sol <- XX[[i]]%*%tcrossprod(Minv, XX[[i]])
  ans <- list(sol=sol, Minv=Minv, M=M)
  ans
}