leftMultiplyByInvXAtXA: leftMultiplyByInvXAtXA
In mpierrejean/jointSeg-1: Joint Segmentation of Multivariate (Copy Number) Signals

Description Usage Arguments Details Value Author(s) References Examples

Compute r = inv(X(:,ind)'*X(:,ind))*b , where X is the n*(n-1) design matrix for the weighted group fused lasso.

1 2	leftMultiplyByInvXAtXA(n, ind, val, w = defaultWeights(n), verbose = FALSE)

`n`	The size of X is n*(n-1)
`ind`	a*1 vector of indices between 1 and n-1, sorted in increasing order
`val`	a*p matrix
`w`	(n-1)*1 vector of weights
`verbose`	A `logical` value: should extra information be output ? Defaults to `FALSE`.

This implementation is derived from the MATLAB code of Vert and Bleakley: http://cbio.ensmp.fr/GFLseg.

r: the (n-1)*p matrix equal to X'*Y

Morgane Pierre-Jean and Pierre Neuvial

Bleakley, K., & Vert, J. P. (2011). The group fused lasso for multiple change-point detection. arXiv preprint arXiv:1106.4199.

Vert, J. P., & Bleakley, K. (2010). Fast detection of multiple change-points shared by many signals using group LARS. Advances in Neural Information Processing Systems, 23, 2343-2351.

val <- matrix(c(1.56, 1.35, 1.26, 1.15), ncol=2)
ind <- c(5,6)
n <- 10
res <- leftMultiplyByInvXAtXA(n=n, ind=ind, val=val)
res
##         [,1]      [,2]
## [1,] 1.373189 0.9630868
## [2,] 0.228796 0.3636429