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Dear R-devel members, I am looking for a fast Cholesky update/downdate. The matrix A being symmetric positive definite (n, n) and factorized as A = L %*% t(L), the goal is to factor the new matrix A +- C %*% t...
Hi Douglas, thanks for your answer. My question indeed arises from a sparse matrix context: 'A' is sparse symmetric, and 'C' must also be sparse since it would otherwise fill. It comes from a Bayes regression with a very large...
Dear R-devel members, While writing a new correlation structure similar to 'corCompSymm' and intended to be used with 'gnls', I got puzzled with the 'Initialize' method. Using 'Initialize' before 'gnls' may be regarded as a mean to set an...
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