chol2inv_ii {gremlin} | R Documentation |
Partial sparse matrix inverse from a Cholesky factorization.
Description
Only calculate values of a sparse matrix inverse corresponding to non-zero locations for the Cholesky factorization.
Usage
chol2inv_ii(L, Z = NULL)
Arguments
L |
A lower-triangle Cholesky factorization ($L L' = C$). |
Z |
A sparse matrix containing the partial inverse of $L L'$ from a previous call to the function. Must contain the “Zdiagp” attribute. |
Details
If $L L' = C$, function efficiently gives diag(Cinv) by only calculating elements of Cinv based on non-zero elements of $L$ and $L$. Follows the method and equations by Takahashi et al. (1973).
Value
A sparse matrix containing the partial inverse of C ($L L'$)
along with attribute “Zdiagp” indicating the location for diagonals
of Z in slot x
of the object Z
.
Author(s)
References
Takahashi, Fagan, & Chin. 1973. Formation of a sparse bus impedance matrix and its application to short circuit study. 8th PICA Conference Proceedings, Minneapolis, MN.