ichol {GPvecchia} | R Documentation |
Wrapper for incomplete Cholesky decomposition
ichol(M, S = NULL)
M |
the matrix to be decomposed |
S |
sparsity pattern matrix given |
the incomplete Cholesky factor in the sparse format
A = matrix(runif(25), ncol = 5)
A = t(A) * A + 2 * Matrix::Diagonal(5)
S = Matrix::Matrix(c(rep(1, 5), c(0, 1, 1, 0, 0), c(0, 0, 1, 0, 1),
c(0, 0, 0, 1, 0), c(0, 0, 0, 0, 1)), ncol = 5, byrow = TRUE)
I1 = ichol(A, S)
I2 = ichol(A * S)