Precision solve \(\boldsymbol{\Sigma}(\boldsymbol{p})^{-1}\mathbf{B}\)

Precision solve \(\boldsymbol{\Sigma}(\boldsymbol{p})^{-1}\mathbf{B}\)

Usage

sigma_solve(backend, p, b)

Arguments

backend

A new_decovart_covariance() object.

p

Numeric proportions vector \(\boldsymbol{p}\in\mathbb{R}^{J}\).

b

Numeric vector or matrix of right-hand sides.

Value

\(\boldsymbol{\Sigma}(\boldsymbol{p})^{-1}\mathbf{b}\), shaped like b.

See also

sigma_logdet()

Examples

Sigma <- array(c(diag(2), diag(2)), dim = c(2, 2, 2))
sigma_solve(new_decovart_covariance(Sigma, "dense"), c(0.6, 0.4), c(1, 2))
#> [1] 1.923077 3.846154