matrix.eager_cov {adelie} | R Documentation |
Creates an eager covariance matrix.
matrix.eager_cov(mat, n_threads = 1)
mat |
A dense matrix to be used with the |
n_threads |
Number of threads. |
The dense covariance matrix. This matrix is exactly t(mat)%*%mat
, computed with some efficiency.
n <- 100
p <- 20
mat <- matrix(rnorm(n * p), n, p)
out <- matrix.eager_cov(mat)