ADchol

Construct object for reverse Automated Differentiation of Cholesky decomposition,
with as input a list of semi-positive symmetric sparse matrices \(P_i\), each of
dimension \(q \times q\). The function <code>ADchol</code> calculates the matrix \(C\), the sum
the precision matrices \(P_i\): \(C = \sum_{i} P_i\). Next, it calculates the Cholesky
Decomposition using the multiple minimum degree (MMD) algorithm
of the <code>spam</code> package.

internal

An efficient and flexible system to solve sparse mixed model
equations. Important applications are the use of splines to model spatial or temporal
trends as described in Boer (2023). (<doi:10.1177/1471082X231178591>).

Bart-Jan van Rossum

LMMsolver

Linear Mixed Model Solver

Martin Boer

ADchol function

<dl><dt>lP</dt>
<dd>a list of symmetric matrices of class spam, each of dimension \(q \times q\),
and with sum of the matrices assumed to be positive definite.</dd></dl>

Arguments

construct object for Automated Differentiation Cholesky decomposition — ADchol

<dl>

<dt>lP</dt>
<dd>a list of symmetric matrices of class spam, each of dimension \(q \times q\),
and with sum of the matrices assumed to be positive definite.</dd>

</dl>

ADchol: construct object for Automated Differentiation Cholesky decomposition

Description

Usage

Value

Arguments

References