compute_trace_UGXX_wrapper {lgspline}R Documentation

Calculate Trace of Matrix Product \text{trace}(\textbf{X}\textbf{U}\textbf{G}\textbf{X}^{T})

Description

Calculate Trace of Matrix Product \text{trace}(\textbf{X}\textbf{U}\textbf{G}\textbf{X}^{T})

Usage

compute_trace_UGXX_wrapper(
  G,
  A,
  GXX,
  AGAInv,
  nc,
  nca,
  K,
  parallel,
  cl,
  chunk_size,
  num_chunks,
  rem_chunks
)

Arguments

G

List of G matrices (\textbf{G})

A

Constraint matrix (\textbf{A})

GXX

List of \textbf{G}\textbf{X}^{T}\textbf{X} products

AGAInv

Inverse of \textbf{A}^{T}\textbf{G}\textbf{A}

nc

Number of columns

nca

Number of constraint columns

K

Number of partitions minus 1 (K)

parallel

Use parallel processing

cl

Cluster object

chunk_size

Size of parallel chunks

num_chunks

Number of chunks

rem_chunks

Remaining chunks

Details

Computes \text{trace}(\textbf{X}\textbf{U}\textbf{G}\textbf{X}^{T}) where \textbf{U} = \textbf{I} - \textbf{G}\textbf{A}(\textbf{A}^{T}\textbf{G}\textbf{A})^{-1}\textbf{A}^{T}. Handles parallel computation by splitting into chunks.

Value

Trace value


[Package lgspline version 0.2.0 Index]