Dyadic Matrices and their Algebra using 'Rcpp' and 'RcppArmadillo'

Provides methods for efficient algebraic operations and factorization of dyadic matrices using 'Rcpp' and 'RcppArmadillo'. The details of dyadic matrices and the corresponding methodology are described in Kos, M., Podgórski, K., and Wu, H. (2025) .

DyadiCarma

An efficient R package for working with dyadic matrices, implemented using Rcpp and RcppArmadillo. The package provides basic arithmetic and matrix operations for dyadic matrices and implements a fast dyadic algorithm that exploits the dyadic (or band) structure of specific matrices. This enables efficient factorization and inversion of dyadic matrices, offering a powerful tool for computational applications involving sparse positive definite matrices.

Installation

library(devtools)
install_github("slangevar/DyadiCarma")

Bibliography

Kos, M., Podgórski, K., & Wu, H. (2024). Efficient inversion of sparse positive definite matrices through a dyadic factorization. Manuscript in preparation.

Authors

• Hanqing Wu (Maintainer)
• Krzysztof Podgórski