fastQR: Fast QR Decomposition and Update
Efficient algorithms for performing, updating, and downdating the QR decomposition, R decomposition, or the inverse of the R decomposition of a matrix as rows or columns are added or removed. It also includes functions for solving linear systems of equations, normal equations for linear regression models, and normal equations for linear regression with a RIDGE penalty. For a detailed introduction to these methods, see the book by Golub and Van Loan (2013, <doi:10.1007/978-3-319-05089-8>) for complete introduction to the methods.
| Version: |
1.0.0 |
| Imports: |
Rcpp (≥ 1.0.10), RcppEigen, Rdpack |
| LinkingTo: |
Rcpp, RcppArmadillo, RcppEigen |
| Published: |
2025-02-04 |
| Author: |
Mauro Bernardi [aut, cre],
Claudio Busatto [aut],
Manuela Cattelan [aut] |
| Maintainer: |
Mauro Bernardi <mauro.bernardi at unipd.it> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
yes |
| SystemRequirements: |
GNU make |
| CRAN checks: |
fastQR results |
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