DyadiCarma

An efficient R package for working with dyadic matrices, implemented using Rcpp and RcppArmadillo. The package provides basic arithmetic and matrix operations for dyadic matrices and implements a fast dyadic algorithm that exploits the dyadic (or band) structure of specific matrices. This enables efficient factorization and inversion of dyadic matrices, offering a powerful tool for computational applications involving sparse positive definite matrices.

Installation

library(devtools)
install_github("slangevar/DyadiCarma")

Bibliography

Kos, M., Podgórski, K., & Wu, H. (2024). Efficient inversion of sparse positive definite matrices through a dyadic factorization. Manuscript in preparation.

Authors

• Hanqing Wu (Maintainer)
• Krzysztof Podgórski