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mgcv (version 1.9-0)

mini.roots: Obtain square roots of penalty matrices

Description

INTERNAL function to obtain square roots, B[[i]], of the penalty matrices S[[i]]'s having as few columns as possible.

Usage

mini.roots(S, off, np, rank = NULL)

Value

A list of matrix square roots such that S[[i]]=B[[i]]%*%t(B[[i]]).

Arguments

S

a list of penalty matrices, in packed form.

off

a vector where the i-th element is the offset for the i-th matrix. The elements in columns 1:off[i] of B[[i]] will be equal to zero.

np

total number of parameters.

rank

here rank[i] is optional supplied rank of S[[i]]. Set rank[i] < 1, or rank=NULL to estimate.

Author

Simon N. Wood <simon.wood@r-project.org>.