GPSubspacePrepQR: Preprocessing via Householder QR with column pivoting
In rudazhang/gpsr: Gaussian Process Subspace Regression
View source: R/GPSR-preprocess.R
GPSubspacePrepQR R Documentation
Preprocessing via Householder QR with column pivoting
Description
Preprocessing via Householder QR with column pivoting
Usage
GPSubspacePrepQR(X, transposeR = TRUE)
Arguments
X
Concatenated orthonormal bases.
transposeR
Whether to transpose the R matrix,
which saves the transpose in solving linear equations in prediction.
Value
A list:
Pt, transpose of the column pivot matrix.
Note
R's base::qr() uses LINPACK's DQRDC for Householder QR with column pivoting.
The C++ library Eigen has ColPivHouseholderQR, which may be faster
and can be accessed via RcppEigen.
rudazhang/gpsr documentation built on March 11, 2023, 5:49 p.m.
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View source: R/GPSR-preprocess.R
| GPSubspacePrepQR | R Documentation |
Preprocessing via Householder QR with column pivoting
Description
Preprocessing via Householder QR with column pivoting
Usage
GPSubspacePrepQR(X, transposeR = TRUE)
Arguments
X |
Concatenated orthonormal bases. |
transposeR |
Whether to transpose the R matrix, which saves the transpose in solving linear equations in prediction. |
Value
A list: Pt, transpose of the column pivot matrix.
Note
R's base::qr() uses LINPACK's DQRDC for Householder QR with column pivoting.
The C++ library Eigen has ColPivHouseholderQR, which may be faster
and can be accessed via RcppEigen.
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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