Skip to content

Commit

Permalink
Update README.md
Browse files Browse the repository at this point in the history
  • Loading branch information
mipals committed Oct 19, 2023
1 parent c95422d commit 373abc0
Showing 1 changed file with 5 additions and 0 deletions.
5 changes: 5 additions & 0 deletions README.md
Original file line number Diff line number Diff line change
Expand Up @@ -9,10 +9,15 @@ $$
K = \text{\textbf{tril}}(UV^\top) + \text{\textbf{triu}}\left(VU^\top,1\right), \quad U,V\in\mathbb{R}^{n\times p}
$$

$$
K = \text{\textbf{tril}}(UV^\top) + \text{\textbf{triu}}\left(VU^\top,1\right) + \lambda I, \quad U,V\in\mathbb{R}^{n\times p},\ \lambda\in\mathbb{R}
$$

$$
K = \text{\textbf{tril}}(UV^\top) + \text{\textbf{triu}}\left(VU^\top,1\right) + \text{\textbf{diag}}(d), \quad U,V\in\mathbb{R}^{n\times p},\ d\in\mathbb{R}^n
$$


All implemented algorithms (multiplication, Cholesky factorization, forward/backward substitution as well as various traces and determinants) scales with $O(p^kn)$. Since $p \ll n$ this result in very scalable computations.

A more in-depth descriptions of the algorithms can be found in [1] or [here](https://github.com/mipals/SmoothingSplines.jl/blob/master/mt_mikkel_paltorp.pdf).
Expand Down

0 comments on commit 373abc0

Please sign in to comment.