Computation of the Sparse Inverse Subset

Creates a wrapper for the 'SuiteSparse' routines that execute the Takahashi equations. These equations compute the elements of the inverse of a sparse matrix at locations where the its Cholesky factor is structurally non-zero. The resulting matrix is known as a sparse inverse subset. Some helper functions are also implemented. Support for spam matrices is currently limited and will be implemented in the future. See Rue and Martino (2007) and Zammit-Mangion and Rougier (2018) for the application of these equations to statistics.


Reference manual

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0.1.3 by Andrew Zammit-Mangion, 2 years ago

Browse source code at

Authors: Andrew Zammit-Mangion [aut, cre] , Timothy Davis [ctb] , Patrick Amestoy [ctb] , Iain Duff [ctb] , John K. Reid [ctb]

Documentation:   PDF Manual  

GPL (>= 2.1) license

Imports Matrix, methods, Rcpp, spam

Suggests covr, testthat

Linking to Rcpp

Imported by FRK, GPvecchia, IDE.

See at CRAN