instantiate

instantiate,GWoodburyMatrix-method

instantiate,SWoodburyMatrix-method

This is a generic to represent direct instantiation of an implicitly defined
matrix. In general this is a bad idea, because it removes the whole purpose
of using an implicit representation.

A hierarchy of classes and methods for manipulating matrices formed implicitly from the sums of the inverses of other matrices, a situation commonly encountered in spatial statistics and related fields. Enables easy use of the Woodbury matrix identity and the matrix determinant lemma to allow computation (e.g., solving linear systems) without having to form the actual matrix. More information on the underlying linear algebra can be found in Harville, D. A. (1997) <doi:10.1007/b98818>.

Michael Bertolacci

WoodburyMatrix

Fast Matrix Operations via the Woodbury Matrix Identity

instantiate function

<dl><dt>x</dt>
<dd>Implicit matrix to directly instantiate.</dd></dl>

Arguments

<ul>
<li><code>instantiate(GWoodburyMatrix)</code>: Method for general matrices.</li>
<li><code>instantiate(SWoodburyMatrix)</code>: Method for symmetric matrices.</li>
</ul>

Functions

Instantiate a matrix — instantiate

<dl>

<dt>x</dt>
<dd>Implicit matrix to directly instantiate.</dd>

</dl>

instantiate: Instantiate a matrix

Description

Usage

Value

Arguments

Functions

See Also