get_U {lgspline}R Documentation

Efficiently Construct U Matrix

Description

Efficiently Construct U Matrix

Usage

get_U(G, A, K, nc, nca)

Arguments

G

List of G matrices (\textbf{G})

A

Constraint matrix (\textbf{A})

K

Number of partitions minus 1 (K)

nc

Number of columns per partition

nca

Number of constraint columns

Details

Computes \textbf{U} = \textbf{I} - \textbf{G}\textbf{A}(\textbf{A}^{T}\textbf{G}\textbf{A})^{-1}\textbf{A}^{T} efficiently, avoiding unnecessary multiplication of blocks of \textbf{G} with all-0 elements.

Value

\textbf{U} matrix for constraints


[Package lgspline version 0.2.0 Index]