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VCA (version 1.2.1)

Sinv: Calling C-implementation of the SWEEP-Operator for Matrix-Inversion

Description

Function calls a fast C-implementation of the SWEEP operator using the transpose of the matrix to be swept.

Usage

Sinv(M, tol = .Machine$double.eps)

Arguments

M
(matrix) matrix, representing the augmented matrix $X'X$
tol
(numeric) value used to check numerical equivalence to zero

Value

  • (Matrix) object corresponding to the inverted matrix

Details

Transposing prior to applying the SWEEP-operator speeds up things since the complete matrix is stored in memory in consecutive manner. This version of the SWEEP-operator is intended for matrix inversion only, thus, not computing ANOVA sum of squares and number of linear dependencies (see function Csweep). This is an utility-function not intended to be called directly.