operator.operations {rSPDE} | R Documentation |
Operations with the Pr and Pl operators
Description
Functions for multiplying and solving with the P_r
and P_l
operators as well as the latent precision
matrix Q = P_l C^{-1}P_l
and covariance matrix
\Sigma = P_r Q^{-1} P_r^T
.
These operations are done without first assembling P_r
,
P_l
in order to avoid numerical problems caused by
ill-conditioned matrices.
Usage
Pr.mult(obj, v, transpose = FALSE)
Pr.solve(obj, v, transpose = FALSE)
Pl.mult(obj, v, transpose = FALSE)
Pl.solve(obj, v, transpose = FALSE)
Q.mult(obj, v)
Q.solve(obj, v)
Qsqrt.mult(obj, v, transpose = FALSE)
Qsqrt.solve(obj, v, transpose = FALSE)
Sigma.mult(obj, v)
Sigma.solve(obj, v)
Arguments
obj |
rSPDE object |
v |
vector to apply the operation to |
transpose |
set to TRUE if the operation should be performed with the transposed object |
Details
Pl.mult
, Pr.mult
, and Q.mult
multiplies the vector with the respective object.
Changing mult
to solve
in the function names
multiplies the vector with the inverse of the object.
Qsqrt.mult
and Qsqrt.solve
performs the
operations with the square-root type object
Q_r = C^{-1/2}P_l
defined so that Q = Q_r^T Q_r
.
Value
A vector with the values of the operation