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.
library(devtools)
# install_github("slangevar/DyadiCarma")
install.packages("DyadiCarma", repos = c('https://slangevar.r-universe.dev', 'https://cloud.r-project.org'))
rcpp_bandalg_core.cpp by guarding against negative shift counts in the dyadic loop. No user-facing changes.Kos, M., Podgórski, K., & Wu, H. (2025). Dyadic Factorization and Efficient Inversion of Sparse Positive Definite Matrices. arXiv. https://arxiv.org/abs/2505.08144