solMat {L0TFinv} | R Documentation |
Generate the inverse of the crossprod matrix
Description
Generate the inverse matrix of (\boldsymbol{X}^{(q+1)}_A)^T \boldsymbol{X}^{(q+1)}_A
for the cases where q=0
or q=1
, commonly employed in splicing algorithms. Note that an explicit solution exists for the inverse when q=0
, but not when q=1
.
Usage
solMat(n, q, A)
Arguments
n |
The number of data points |
q |
The order of the difference, 0 or 1 |
A |
The set of indicators, a subset of |
Value
The inverse matrix of (\boldsymbol{X}^{(q+1)}_A)^T \boldsymbol{X}^{(q+1)}_A
for the cases where q=
0 or 1.
Examples
Mat1 <- XMat(n = 10, q = 0)
A1 = c(1,2,5,8)
mat1 = as.matrix(Mat1[,A1])
S1 <- solMat(n = 10, q = 0, A = A1)
print(S1)
print(round(S1%*%t(mat1)%*%mat1,10))
Mat2 <- XMat(n = 15, q = 1)
A2 = c(1,3,8,10,15)
mat2 = as.matrix(Mat2[,A2])
S2 <- solMat(n = 15, q = 1, A = A2)
print(S2)
print(round(S2%*%t(mat2)%*%mat2,10))
[Package L0TFinv version 0.1.0 Index]