SelInv {GPvecchia}

selected inverse of a sparse matrix

Description

selected inverse of a sparse matrix

Usage

SelInv(cholmat)

Arguments

cholmat

cholesky factor L of a positive definite sparseMatrix A

Value

sparse inverse of A, with same sparsity pattern as L

Examples

A=Matrix::sparseMatrix(1:9,1:9,x=4); L=Matrix::chol(A)
SelInv(L)