INTERNAL function for setting up a list representing a block diagonal penalty matrix
from the object produced by gam.setup.
Sl.setup(G,cholesky=FALSE)the output of gam.setup.
re-parameterize using Cholesky only.
A list with an element for each block.
For block, b, Sl[[b]] is a list with the following elements
repara: should re-parameterization be applied to model matrix, etc?
Usually FALSE if non-linear in coefficients.
start, stop: such that start:stop are the indexes of the parameters of this block.
S: a list of penalty matrices for the block (dim = stop-start+1)
If length(S)==1 then this will be an identity penalty.
Otherwise it is a multiple penalty, and an rS list of square
root penalty matrices will be added. S (if repara==TRUE) and rS (always)
will be projected into range space of total penalty matrix.
rS: square root of penalty matrices if multiple penalties are used.
D: a reparameterization matrix for the block. Applies to cols/params in start:stop.
If numeric then X[,start:stop]%*%diag(D) is re-parametrization of X[,start:stop],
and b.orig = D*b.repara (where b.orig is the original parameter vector).
If matrix then X[,start:stop]%*%D is re-parametrization of X[,start:stop],
and b.orig = D%*%b.repara (where b.orig is the original parameter vector).