Displaying 1 result from an estimated 1 matches for "mycholinv".
2007 Nov 15
1
Nested SEXP functions
...looking at the
Gaussian kernel:
l(beta) = (y-X*beta)^T V^{-1} (y-X*beta)
Now in order to accomplish this, I wrote various linear algebra
subroutines to handle the R objects, we'll call this:
SEXP XtimesY(SEXP X,SEXP Y); // X*Y
SEXP XminusY(SEXP X,SEXP Y); // X-Y
SEXP tX(SEXP X); // X^T
SEXP mycholinv(SEXP V); // Use cholesky decomposition for inverse
Now, what I'm noticing is that if I call each routine individually
such as:
pt1=XtimesY(X,beta); // X*beta
pt2=Xminus(Y,pt1); // Y-X*beta
pt3=tX(pt2); // (Y-X*beta)^T
pt4=mycholinv(V); //V^{-1}
pt5=XtimesY(pt2,pt4); // (Y-X*beta)^T V^{-1}
res...