chol2inv_ii function

Partial sparse matrix inverse from a Cholesky factorization.

Only calculate values of a sparse matrix inverse corresponding to non-zero locations for the Cholesky factorization.

chol2inv_ii(L, Z = NULL)

Arguments

• L: A lower-triangle Cholesky factorization ($L L' = C$).

• Z: A sparse matrix containing the partial inverse of $L L'$ from a previous call to the function. Must contain the Zdiagp

  attribute.

Returns

A sparse matrix containing the partial inverse of C ($L L'$) along with attribute Zdiagp indicating the location for diagonals of Z in slot x of the object Z.

Details

If $L L' = C$, function efficiently gives diag(Cinv) by only calculating elements of Cinv based on non-zero elements of $L$ and $L$. Follows the method and equations by Takahashi et al. (1973).

References

Takahashi, Fagan, & Chin. 1973. Formation of a sparse bus impedance matrix and its application to short circuit study. 8th PICA Conference Proceedings, Minneapolis, MN.

Author(s)

matthewwolak@gmail.com