search for: sscmatrix

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2005 Jan 21
1
Cholesky Decomposition
Can we do Cholesky Decompositon in R for any matrix --------------------------------- [[alternative HTML version deleted]]
2004 Jun 25
2
Matrix: Help with syntax and comparison with SparseM
Hi, I am writing some basic smoothers in R for cleaning some spectral data. I wanted to see if I could get close to matlab for speed, so I was trying to compare SparseM with Matrix to see which could do the choleski decomposition the fastest. Here is the function using SparseM difsm <- function(y, lambda, d){ # Smoothing with a finite difference penalty # y: signal to be smoothed #