Thanks for the reproducible example!
Here is the solution:
library(Matrix)
Omega <- Matrix(c(1,0.8,0.8,1),2,2)
invSqrtV <- Diagonal(2,1)
Omega.M <- as(as.matrix(Omega),"dgCMatrix")
invSqrtV.M <- as.vector(diag(invSqrtV))
partialsolveCS <- '
using namespace Rcpp;
using namespace Eigen;
const Spar
or when calling the compile statement of: “Error: No
> such slot.”
>
>
> So, I have a funny feeling the conversions in place do not account for the
> sparse diagonal matrix class (ddiMatrix).
>
> It is at this point, that I can’t advise you anymore outside of saying
&
o: Yixuan Qiu
Cc: rcpp-devel@lists.r-forge.r-project.org
Subject: Re: [Rcpp-devel] Sparse matrix and RcppEigen
Dear all,
As requested I will try provide a better explanation. Consider the code below:
Let C = V^{1/2}%*%Omega%*%V^{1/2} and C^{1/2} be the Cholesky decomposition,
such that C^{1/2}%*
Dear all,
As requested I will try provide a better explanation. Consider the code
below:
Let C = V^{1/2}%*%Omega%*%V^{1/2} and C^{1/2} be the Cholesky
decomposition, such that C^{1/2}%*%C^{1/2}^T = C.
My goal is to compute Omega^{-1/2}%*%V{-1/2}.
My idea is to use that I know V^{-1/2} and rewrite
Hello Wagner,
I think there is some confusion in your question. From your first code
chunk, it seems that you first compute the Cholesky decomposition C=LL',
and then calculate L^{-1} * V^{-1/2}. However, this is *NOT* equal to C^{-1/2}
V^{-1/2}.
In the usual sense, C^{1/2} is defined to be a matri
Greetings and Salutations Wagner,
1. I think you solved your own initial problem as it relates to solving
matrices within eigen using the “solver” class.
e.g.
SparseMatrix A;
SparseMatrix B;
SolverClassName > solver(A);
SparseMatrix x = solver.solve(B);
2. Taking a square root of a matrix in
Dear all,
I need to solve a linear system using only the lower triangular matrix from
the Cholesky decomposition of a SPD matrix. My goal is to compute C^{-1/2}
V^{-1/2} where V^{-1/2} and C are known matrices.
For general matrix class MatrixXd I can do using the code below. But, now I
would like
