Inverse_of_Cholesky_decomposition_hdf5

C++ Function Reference

1 Signature

void BigDataStatMeth::Inverse_of_Cholesky_decomposition_hdf5(BigDataStatMeth::hdf5Dataset *InOutDataset, int idim0, int idim1, long dElementsBlock, Rcpp::Nullable< int > threads)

2 Description

Computes inverse of Cholesky factor with automatic algorithm selection.

3 Parameters

  • InOutDataset (BigDataStatMeth::hdf5Dataset *): Dataset containing Cholesky factor L (will be overwritten with L^-1)
  • idim0 (int): Number of rows
  • idim1 (int): Number of columns
  • dElementsBlock (long): Block size for processing
  • threads (Rcpp::Nullable< int >): Number of threads for parallel processing (optional)

4 Details

InOutDatasetDataset containing Cholesky factor L (will be overwritten with L^-1) idim0Number of rows idim1Number of columns dElementsBlockBlock size for processing threadsNumber of threads for parallel processing (optional) Automatically selects appropriate algorithm based on matrix size:Matrices < CHOLESKY_OUTOFCORE_THRESHOLD: uses intermediate algorithmMatrices ≥ CHOLESKY_OUTOFCORE_THRESHOLD: uses out-of-core tiled algorithm

5 Call Graph

Function dependencies

6 Source Code

File: inst/include/hdf5Algebra/matrixInvCholesky.hpp • Lines 696-707

inline void Inverse_of_Cholesky_decomposition_hdf5(BigDataStatMeth::hdf5Dataset* InOutDataset, 
                                                   int idim0, int idim1, long dElementsBlock, 
                                                   Rcpp::Nullable<int> threads = R_NilValue)
{
    // Detect matrix size and select algorithm
    if (idim0 >= CHOLESKY_OUTOFCORE_THRESHOLD) {
        Rcpp::Rcout << "\nUsing out-of-core inverse Cholesky for large matrix (" << idim0 << "x" << idim1 << ")\n";
        Inverse_of_Cholesky_decomposition_outofcore_hdf5(InOutDataset, idim0, idim1, dElementsBlock, threads);
    } else {
        Inverse_of_Cholesky_decomposition_intermediate_hdf5(InOutDataset, idim0, idim1, dElementsBlock, threads);
    }
}

7 Usage Example

#include "BigDataStatMeth.hpp"

// Example usage
auto result = Inverse_of_Cholesky_decomposition_hdf5(...);