Incomplete Cholesky decomposition of a sparse matrix passed in
the compressed sparse row format

Fast scalable Gaussian process approximations, particularly well suited to spatial (aerial, remote-sensed) and environmental data, described in more detail in Katzfuss and Guinness (2017) <arXiv:1708.06302>. Package also contains a fast implementation of the incomplete Cholesky decomposition (IC0), based on Schaefer et al. (2019) <arXiv:1706.02205> and MaxMin ordering proposed in Guinness (2018) <arXiv:1609.05372>.

Marcin Jurek

GPvecchia

Scalable Gaussian-Process Approximations

Matthias Katzfuss

Daniel Zilber

Wenlong Gong

Joe Guinness

Jingjie Zhang

Florian Schaefer

ic0 function

<dl><dt>ptrs</dt>
<dd>pointers to the beginning of the row</dd>
<dt>inds</dt>
<dd>indices of nonzero elements in a row</dd>
<dt>vals</dt>
<dd>nonzero values</dd></dl>

Arguments

Incomplete Cholesky decomposition of a sparse matrix passed in
the compressed sparse row format — ic0

<dl>

<dt>ptrs</dt>
<dd>pointers to the beginning of the row</dd>


<dt>inds</dt>
<dd>indices of nonzero elements in a row</dd>


<dt>vals</dt>
<dd>nonzero values</dd>

</dl>

ic0: Incomplete Cholesky decomposition of a sparse matrix passed in the compressed sparse row format

Description

Usage

Value

Arguments