Set of functions for sparse matrix algebra.
Differences with other sparse matrix packages are:
(1) we only support (essentially) one sparse matrix format,
(2) based on transparent and simple structure(s),
(3) tailored for MCMC calculations within G(M)RF.
(4) and it is fast and scalable (with the extension package spam64).
Documentation about 'spam' is provided by vignettes included in this package, see also Furrer and Sain (2010)
Versions of `spam` prior to 1.00 included a LICENSE file that described the license of some Fortran routines incompatible with the general R philosophy. The routines are in src/cholmodified.f. For the packages `SparseM` and `spam`, Esmond Ng and Barry Peyton have very kindly given permission to use their routines under an open source license (2012/03/09 and 2014/08/29). They have requested that their code be credited via the following two publications: Esmond G. Ng and Barry W. Peyton, "Block sparse Cholesky algorithms on advanced uniprocessor computers". SIAM J. Sci. Stat. Comput. 14 (1993), pp. 1034-1056. John R. Gilbert, Esmond G. Ng, and Barry W. Peyton, "An efficient algorithm to compute row and column counts for sparse Cholesky factorization". SIAM J. Matrix Anal. Appl. 15 (1994), pp. 1075-1091. The old license file of `spam` versions <1.0 is in ./inst/0LICENCE