R: Solve methods for 'WoodburyMatrix' objects

solve-methods {WoodburyMatrix}

R Documentation

Solve methods for `WoodburyMatrix` objects

Description

Methods based on solve to solve a linear system of equations involving WoodburyMatrix objects. These methods take advantage of the Woodbury matrix identity and therefore can be much more time and memory efficient than forming the matrix directly.

Calling this function while omitting the b argument returns the inverse of a. This is NOT recommended, since it removes any benefit from using an implicit representation of a.

Usage

## S4 method for signature 'GWoodburyMatrix,missing'
solve(a)

## S4 method for signature 'GWoodburyMatrix,numLike'
solve(a, b)

## S4 method for signature 'GWoodburyMatrix,matrix'
solve(a, b)

## S4 method for signature 'GWoodburyMatrix,ANY'
solve(a, b)

## S4 method for signature 'SWoodburyMatrix,missing'
solve(a)

## S4 method for signature 'SWoodburyMatrix,numLike'
solve(a, b)

## S4 method for signature 'SWoodburyMatrix,matrix'
solve(a, b)

## S4 method for signature 'SWoodburyMatrix,ANY'
solve(a, b)

Arguments

`a`	`WoodburyMatrix` object.
`b`	Matrix, vector, or similar (needs to be compatible with the submatrices `a@A` and `a@V` or `a@X` that define the `WoodburyMatrix`).

Value

The solution to the linear system, or the inverse of the matrix. The class of the return value will be a vector if b is a vector, and may otherwise be either a regular matrix or a subclass of Matrix, with the specific subclass determined by a and b.

Functions

solve,GWoodburyMatrix,missing-method: Invert the matrix
solve,GWoodburyMatrix,numLike-method: Solve the linear system
solve,GWoodburyMatrix,matrix-method: Solve the linear system
solve,GWoodburyMatrix,ANY-method: Solve the linear system
solve,SWoodburyMatrix,missing-method: Invert the symmetric matrix
solve,SWoodburyMatrix,numLike-method: Solve the linear system
solve,SWoodburyMatrix,matrix-method: Solve the linear system
solve,SWoodburyMatrix,ANY-method: Solve the linear system