Tamas K Papp
2007-Jan-08 17:49 UTC
[Rd] klin: a package for solving linear equations with Kronecker structure
Hi, I decided to package some functions I wrote. klin is a package that implements efficient ways to evaluate and solve equations of the form Ax=b, where A is a kronecker product of matrices. Functions to solve least squares problems of this type are also included. The exact algorithm used was published by Buis and Dyksen in 1996, but the general principles have been known for a while (de Boor 1978, Pereyra and Scherer 1978). It is usually 5-1000x times faster (depending on the size of your matrices) than calculating the Kronecker product. The latest version can be found here: http://www.princeton.edu/~tpapp/software.html I am planning to submit it to CRAN after a brief period of time. In the meantime, I would be interested in suggestions, comments, bugs -- this is my first R package so I tried to do things right and would be happy to learn about all mistakes. I am using these algorithms for working with tensor B-splines. I am planning to package the code for the latter soon. Best, Tamas