Last data update: 2014.03.03
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R: Blockwise Cholesky Factorization
qrBlockApply | R Documentation |
Blockwise Cholesky Factorization
Description
Cholesky factorization of a crossproduct matrix via blockwise
orthogonal transformation.
Usage
qrBlockApply(x, y = NULL, blockSize = NULL)
Arguments
x |
A numeric matrix or ff .
The number of columns should not be larger than
the number of rows.
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y |
An optional numeric vector or 1 column ff of responses.
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blockSize |
This is used for setting the block size for sequential access.
The default is determined by methods from class ff .
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Value
A list with the following elements:
R |
Upper triangular Cholesky factor of crossprod(x) .
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Qty |
The corresponding transformation of y .
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References
C. Fraley and T. Hesterberg (2007),
"Least-Angle Regression for Large Datasets",
Technical Report, Insightful Corporation.
See Also
biglars.fit
Examples
data(diabetes)
qrx <- qr(diabetes$x)
list(R = qr.R(qrx), Qty = crossprod(qr.Q(qrx), diabetes$y))
qrBlockApply( diabetes$x, diabetes$y, blockSize = 34)
Results
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