mult_U_band1U

<p>A sparse band 1 upper triangular matrix of the same dimensions as
<code>A</code>.</p>

<p>Multiply an upper triangular matrix with a band 1 upper triangular matrix.</p>

Simulation and density evaluation of irregularly sampled stationary
AR(1) processes with Gaussian errors using the algorithms described in
All<c3><a9>vius (2018) <arXiv:1801.03791>.

Benjamin Kjellson

irregulAR1

mult_U_band1U: Multiply an upper triangular matrix with a band 1 upper triangular matrix.

Description

Usage

Arguments

Value