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klin (version 2007-02-05)

klin-package: Calculate and solve linear equations with Kronecker structure.

Description

The package implements efficient ways to evaluate and solve equations of the form Ax=b, where A is a kronecker product of matrices. Functions to solves least squares problems of this type are also included.

Arguments

Details

Package:
klin
Type:
Package
Version:
2007-01-08
Date:
2007-01-08
License:
GPL version 2 or newer

The most important functions are klin.eval and klin.solve, which evaluate A %*% x or solve for x in A %*% x == b where A is a Kronecker product and x and b are conforming vectors.

Convenience functions for solving least squares problems with Kronecker structure (klin.ls and klin.preparels) are also included. The function klin.klist forms the Kronecker product of a list of matrices.

References

Paul E. Buis and Wayne R. Dyksen. Efficient Vector and Parallel Manipulation of Tensor Products. ACM Transactions on Mathematical Software, Vol. 22, No. 1, March 1996, Pages 18--23.