Hi all,
On Tue, Jan 1, 2013 at 6:01 PM, Thomas Lumley wrote:
> Now, if most of the matrices you are trying to invert are actually
> invertible (as I would hope), it may be quicker to use the Cholesky
> approach will a fallback to the SVD for semidefinite matrices. That is,
> something like
>
>
On Thu, Dec 6, 2012 at 12:58 PM, Paul Johnson wrote:
> Dear R-devel:
>
> I could use some advice about matrix calculations and steps that might
> make for faster computation of generalized inverses. It appears in
> some projects there is a bottleneck at the use of svd in calculation
> of generali
