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.