compute_dG_u_dlambda_xy {lgspline} | R Documentation |
Compute Derivative of \textbf{U}\textbf{G}\textbf{X}^{T}\textbf{y}
with Respect to Lambda
Description
Compute Derivative of \textbf{U}\textbf{G}\textbf{X}^{T}\textbf{y}
with Respect to Lambda
Usage
compute_dG_u_dlambda_xy(
AGAInv_AGXy,
AGAInv,
G,
A,
dG_dlambda,
nc,
nca,
K,
Xy,
Ghalf,
dGhalf,
GhalfXy_temp,
parallel,
cl,
chunk_size,
num_chunks,
rem_chunks
)
Arguments
AGAInv_AGXy |
Product of |
AGAInv |
Inverse of |
G |
List of |
A |
Constraint matrix |
dG_dlambda |
List of |
nc |
Number of columns |
nca |
Number of constraint columns |
K |
Number of partitions minus 1 ( |
Xy |
List of |
Ghalf |
List of |
dGhalf |
List of |
GhalfXy_temp |
Temporary storage for |
parallel |
Use parallel processing |
cl |
Cluster object |
chunk_size |
Size of parallel chunks |
num_chunks |
Number of chunks |
rem_chunks |
Remaining chunks |
Details
Computes d(\textbf{U}\textbf{G}\textbf{X}^{T}\textbf{y})/d\lambda
.
Uses efficient implementation avoiding large matrix construction.
For large problems (K \ge 10
, nc > 4
), uses chunked parallel processing.
For smaller problems, uses simpler least squares approach based on \textbf{G}^{1/2}
.
Value
Vector of derivatives