/sparseinv

Creates a wrapper for the SuiteSparse routines in C that us the Takahashi equations to compute the elements of the inverse of a sparse matrix at locations where the (permuted) Cholesky factor is non-zero. The resulting matrix is known as a sparse inverse subset. Some helper functions (like the permuted Cholesky factorisation) are also implemented. Support for spam matrices is currently limited and will be implemented in the future.

Primary LanguageC

Build Status

sparseinv

sparseinv is an R package that wraps sparseinv routines coded by Timothy Davis that compute the Takahashi equations. These equations compute the elements of the inverse of a sparse matrix at locations where the (permuted) Cholesky factor is non-zero. The resulting matrix is known as a sparse inverse subset. Some helper functions (like the permuted Cholesky factorisation) are also implemented. Support for spam matrices is currently limited and will be implemented in the future.

Davis T (2014). sparseinv: Sparse Inverse Subset. URL https://au.mathworks.com/matlabcentral/fileexchange/33966-sparseinv--sparse-inverse-subset.