localCalc

localForwardsolve

localBacksolve

localCalcChol

localMultChol

localCrossProdMatVec

localCrossProdMatSelf

localCrossProdMatSelfDiag

localConstructRnormMatrix

<p>These internal functions carry out the calculations of their respective remote
  counterpart functions, e.g., <code>remoteCalc</code>, on the slave
  process. The functions need to be executed on the slave processes.</p>

Distributes Gaussian process calculations across nodes
in a distributed memory setting, using Rmpi. The bigGP class
provides high-level methods for maximum likelihood with normal data,
prediction, calculation of uncertainty (i.e., posterior covariance
calculations), and simulation of realizations. In addition, bigGP
provides an API for basic matrix calculations with distributed
covariance matrices, including Cholesky decomposition, back/forwardsolve,
crossproduct, and matrix multiplication.

Christopher Paciorek

bigGP

Distributed Gaussian Process Calculations

Benjamin Lipshitz

 Prabhat

Cari Kaufman

Tina Zhuo

Rollin Thomas

localCalc function

Local Calculation Functions — localCalc

Local Calculation Functions

localCalc: Local Calculation Functions

Description

Arguments