WoodburyMatrix: Fast Matrix Operations via the Woodbury Matrix Identity

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>.

Version: 0.0.1
Imports: Matrix, methods
Suggests: covr, lintr, testthat, knitr, rmarkdown
Published: 2020-08-10
Author: Michael Bertolacci ORCID iD [aut, cre, cph]
Maintainer: Michael Bertolacci <m.bertolacci at gmail.com>
BugReports: https://github.com/mbertolacci/WoodburyMatrix/issues
License: MIT + file LICENSE
URL: https://github.com/mbertolacci/WoodburyMatrix
NeedsCompilation: no
Materials: NEWS
CRAN checks: WoodburyMatrix results

Documentation:

Reference manual: WoodburyMatrix.pdf
Vignettes: fast-implicit

Downloads:

Package source: WoodburyMatrix_0.0.1.tar.gz
Windows binaries: r-devel: WoodburyMatrix_0.0.1.zip, r-release: WoodburyMatrix_0.0.1.zip, r-oldrel: WoodburyMatrix_0.0.1.zip
macOS binaries: r-release (arm64): WoodburyMatrix_0.0.1.tgz, r-release (x86_64): WoodburyMatrix_0.0.1.tgz, r-oldrel: WoodburyMatrix_0.0.1.tgz

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