solve_chol

symmetric, positive-definite matrix

This often faster than <code><a rd-options="" href="/link/solve?package=sparsediscrim&version=0.2.4" data-mini-rdoc="sparsediscrim::solve">solve</a></code> for larger matrices.
See, for example:
<a href="http://blog.phytools.org/2012/12/faster-inversion-of-square-symmetric.html">http://blog.phytools.org/2012/12/faster-inversion-of-square-symmetric.html</a>
and
<a href="http://stats.stackexchange.com/questions/14951/efficient-calculation-of-matrix-inverse-in-r">http://stats.stackexchange.com/questions/14951/efficient-calculation-of-matrix-inverse-in-r</a>.

A collection of sparse and regularized discriminant analysis
methods intended for small-sample, high-dimensional data sets. The package
features the High-Dimensional Regularized Discriminant Analysis classifier.

John Ramey

sparsediscrim

Sparse and Regularized Discriminant Analysis

solve_chol function

This often faster than <code><a rd-options='' href='solve'>solve</a></code> for larger matrices.
See, for example:
<a href='http://blog.phytools.org/2012/12/faster-inversion-of-square-symmetric.html'>http://blog.phytools.org/2012/12/faster-inversion-of-square-symmetric.html</a>
and
<a href='http://stats.stackexchange.com/questions/14951/efficient-calculation-of-matrix-inverse-in-r'>http://stats.stackexchange.com/questions/14951/efficient-calculation-of-matrix-inverse-in-r</a>.

solve_chol: Computes the inverse of a symmetric, positive-definite matrix using the Cholesky decomposition

Description

Usage

Arguments

Value