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]

WoodburyMatrix_0.0.3.tar.gz
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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'))

Peer review:

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

On CRAN:

4.22 score 3 stars 11 scripts 222 downloads 9 exports 2 dependencies

Last updated 1 years agofrom:74927f6491. Checks:OK: 5 NOTE: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 10 2024
R-4.5-winNOTENov 10 2024
R-4.5-linuxNOTENov 10 2024
R-4.4-winOKNov 10 2024
R-4.4-macOKNov 10 2024
R-4.3-winOKNov 10 2024
R-4.3-macOKNov 10 2024

Exports:determinantdwnorminstantiateisSymmetricmahalanobisrwnormsolvetWoodburyMatrix

Dependencies:latticeMatrix

Using the Woodbury matrix identity

Rendered fromWoodburyMatrix.Rmdusingknitr::rmarkdownon Nov 10 2024.

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