Package: WoodburyMatrix 0.0.3

WoodburyMatrix: Fast Matrix Operations via the Woodbury Matrix Identity

A hierarchy of classes and methods for manipulating matrices formed implicitly from the sums of the inverses of other matrices, a situation commonly encountered in spatial statistics and related fields. Enables easy use of the Woodbury matrix identity and the matrix determinant lemma to allow computation (e.g., solving linear systems) without having to form the actual matrix. More information on the underlying linear algebra can be found in Harville, D. A. (1997) <doi:10.1007/b98818>.

Authors:Michael Bertolacci [aut, cre, cph]

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WoodburyMatrix.pdf |WoodburyMatrix.html✨
WoodburyMatrix/json (API)
NEWS

# Install 'WoodburyMatrix' in R:
install.packages('WoodburyMatrix', repos = c('https://mbertolacci.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/mbertolacci/woodburymatrix/issues

On CRAN:

Conda:

4.22 score 3 stars 11 scripts 209 downloads 9 exports 2 dependencies

Last updated 2 years agofrom:74927f6491. Checks:6 OK, 3 NOTE. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 10 2025
R-4.5-winNOTEMar 10 2025
R-4.5-macNOTEMar 10 2025
R-4.5-linuxNOTEMar 10 2025
R-4.4-winOKMar 10 2025
R-4.4-macOKMar 10 2025
R-4.4-linuxOKMar 10 2025
R-4.3-winOKMar 10 2025
R-4.3-macOKMar 10 2025

Exports:determinantdwnorminstantiateisSymmetricmahalanobisrwnormsolvetWoodburyMatrix

Dependencies:latticeMatrix

Using the Woodbury matrix identity

Rendered fromWoodburyMatrix.Rmdusingknitr::rmarkdownon Mar 10 2025.

Last update: 2020-07-21
Started: 2020-07-20

Readme and manuals

Help Manual

Help pageTopics
Calculate the determinant of a WoodburyMatrix objectdeterminant,WoodburyMatrix,logical-method
Instantiate a matrixinstantiate instantiate,GWoodburyMatrix-method instantiate,SWoodburyMatrix-method
Mahalanobis distancemahalanobis mahalanobis,ANY,ANY,SWoodburyMatrix-method
Normal distribution methods for 'SWoodburyMatrix' objectsdwnorm normal-distribution-methods rwnorm
Solve methods for 'WoodburyMatrix' objectssolve solve,GWoodburyMatrix,ANY-method solve,GWoodburyMatrix,matrix-method solve,GWoodburyMatrix,missing-method solve,GWoodburyMatrix,numLike-method solve,SWoodburyMatrix,ANY-method solve,SWoodburyMatrix,matrix-method solve,SWoodburyMatrix,missing-method solve,SWoodburyMatrix,numLike-method solve-methods
Create a Woodbury matrix identity matrixWoodburyMatrix
Virtual class for Woodbury identity matrices%*%,GWoodburyMatrix,ANY-method %*%,SWoodburyMatrix,ANY-method GWoodburyMatrix-class isSymmetric,GWoodburyMatrix-method isSymmetric,SWoodburyMatrix-method SWoodburyMatrix-class t,GWoodburyMatrix-method t,SWoodburyMatrix-method WoodburyMatrix-class