sparseinv: Computation of the Sparse Inverse Subset
Creates a wrapper for the 'SuiteSparse' routines
that execute the Takahashi equations. These equations compute the
elements of the inverse of a sparse matrix at locations where the
its Cholesky factor is structurally non-zero. The resulting matrix is known as a
sparse inverse subset. Some helper functions are also implemented.
Support for spam matrices is currently limited and will be implemented
in the future. See Rue and Martino (2007) <doi:10.1016/j.jspi.2006.07.016>
and Zammit-Mangion and Rougier (2018) <doi:10.1016/j.csda.2018.02.001> for the
application of these equations to statistics.
| Version: |
0.1.3 |
| Depends: |
R (≥ 3.1) |
| Imports: |
Matrix, methods, Rcpp, spam |
| LinkingTo: |
Rcpp |
| Suggests: |
covr, testthat |
| Published: |
2018-08-23 |
| Author: |
Andrew Zammit-Mangion [aut, cre],
Timothy Davis [ctb],
Patrick Amestoy [ctb],
Iain Duff [ctb],
John K. Reid [ctb] |
| Maintainer: |
Andrew Zammit-Mangion <andrewzm at gmail.com> |
| License: |
GPL (≥ 2.1) |
| NeedsCompilation: |
yes |
| CRAN checks: |
sparseinv results |
Documentation:
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Reverse dependencies:
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