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WoodburyMatrix  

Fast Matrix Operations via the Woodbury Matrix Identity
View on CRAN: Click here


Download and install WoodburyMatrix package within the R console
Install from CRAN:
install.packages("WoodburyMatrix")

Install from Github:
library("remotes")
install_github("cran/WoodburyMatrix")

Install by package version:
library("remotes")
install_version("WoodburyMatrix", "0.0.3")



Attach the package and use:
library("WoodburyMatrix")
Maintained by
Michael Bertolacci
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-08-10
Latest Update: 2023-06-19
Description:
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>.
How to cite:
Michael Bertolacci (2020). WoodburyMatrix: Fast Matrix Operations via the Woodbury Matrix Identity. R package version 0.0.3, https://cran.r-project.org/web/packages/WoodburyMatrix. Accessed 22 Dec. 2024.
Previous versions and publish date:
0.0.1 (2020-08-10 14:30), 0.0.2 (2022-09-13 04:20)
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