adelie (version 1.0.7)

matrix.lazy_cov: Creates a lazy covariance matrix.

Description

Creates a lazy covariance matrix.

Usage

matrix.lazy_cov(mat, n_threads = 1)

Value

Lazy covariance matrix. This is essentially the same matrix, but with a setup to create covariance terms as needed on the fly. The object is an S4 class with methods for efficient computation by adelie.

Arguments

mat

A dense data matrix to be used with the gaussian_cov() solver.

n_threads

Number of threads.

Author

James Yang, Trevor Hastie, and Balasubramanian Narasimhan
Maintainer: Trevor Hastie

Examples

n <- 100
p <- 20
mat <- matrix(rnorm(n * p), n, p)
out <- matrix.lazy_cov(mat)