invert {lgspline} | R Documentation |
Matrix Inversion with Fallback Methods
Description
Attempts matrix inversion using multiple methods, falling back to more robust approaches if standard inversion fails.
Usage
invert(mat, include_warnings = FALSE)
Arguments
mat |
Square matrix to invert |
include_warnings |
Logical; default FALSE for current implementation. |
Details
Tries methods in order:
1. Direct inversion using armaInv()
2. Generalized inverse using eigendecomposition
3. Returns identity matrix with warning if both fail
For eigendecomposition, uses a small ridge penalty (1e-16
) for stability and
zeroes eigenvalues below machine precision.
Value
Inverted matrix or identity matrix if all methods fail
Examples
## Well-conditioned matrix
A <- matrix(c(4,2,2,4), 2, 2)
invert(A) %**% A
## Singular matrix falls back to M.P. generalized inverse
B <- matrix(c(1,1,1,1), 2, 2)
invert(B) %**% B
[Package lgspline version 0.2.0 Index]