chol2inv_ii: Partial sparse matrix inverse from a Cholesky factorization.

In matthewwolak/gremlin: Mixed-Effects REML Incorporating Generalized Inverses

Partial sparse matrix inverse from a Cholesky factorization.

Description

Only calculate values of a sparse matrix inverse corresponding to non-zero locations for the Cholesky factorization.

Usage

chol2inv_ii(L, Z = NULL)

Arguments

L	A lower-triangle Cholesky factorization ($L L' = C$).
Z	A sparse matrix containing the partial inverse of $L L'$ from a previous call to the function. Must contain the “Zdiagp” attribute.

Details

If $L L' = C$, function efficiently gives diag(Cinv) by only calculating elements of Cinv based on non-zero elements of $L$ and $L$. Follows the method and equations by Takahashi et al. (1973).

Value

A sparse matrix containing the partial inverse of C ($L L'$) along with attribute “Zdiagp” indicating the location for diagonals of Z in slot x of the object Z.

Author(s)

[e-mail]

References

Takahashi, Fagan, & Chin. 1973. Formation of a sparse bus impedance matrix and its application to short circuit study. 8th PICA Conference Proceedings, Minneapolis, MN.

matthewwolak/gremlin documentation built on Nov. 12, 2024, 10:56 a.m.