r-cran-bdsmatrix

GNU R routines for block diagonal symmetric matrices

Description

Provides an R class for block diagonal symmetric matrices, allowing them to be manipulated much like an ordinary matrix, but the total memory use can be much smaller.

Also provides a solver for such matrices, and generalized Cholesky decomposition routines for both symmetric and block diagonal symmetric matrices.

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Homepage

https://cran.r-project.org/package=bdsmatrix


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