Identification

Title

Spam: A sparse matrix R package with emphasis on MCMC methods for Gaussian Markov random fields

Abstract

spam is an R package for sparse matrix algebra with emphasis on a Cholesky factorization of sparse positive definite matrices. The implementation of spam is based on the competing philosophical maxims to be competitively fast compared to existing tools and to be easy to use, modify and extend. The first is addressed by using fast Fortran routines and the second by assuring S3 and S4 compatibility. One of the features of spam is to exploit the algorithmic steps of the Cholesky factorization and hence to perform only a fraction of the workload when factorizing matrices with the same sparsity structure. Simulations show that exploiting this break-down of the factorization results in a speed-up of about a factor 5 and memory savings of about a factor 10 for large matrices and slightly smaller factors for huge matrices. The article is motivated with Markov chain Monte Carlo methods for Gaussian Markov random fields, but many other statistical applications are mentioned that profit from an efficient Cholesky factorization as well.

Resource type

document

Resource locator

Unique resource identifier

code

http://n2t.net/ark:/85065/d7t43vbx

codeSpace

Dataset language

eng

Spatial reference system

code identifying the spatial reference system

Classification of spatial data and services

Topic category

geoscientificInformation

Keywords

Keyword set

keyword value

Text

originating controlled vocabulary

title

Resource Type

reference date

date type

publication

effective date

2016-01-01T00:00:00Z

Geographic location

West bounding longitude

East bounding longitude

North bounding latitude

South bounding latitude

Temporal reference

Temporal extent

Begin position

End position

Dataset reference date

date type

publication

effective date

2010-09-01T00:00:00Z

Frequency of update

Quality and validity

Lineage

Conformity

Data format

name of format

version of format

Constraints related to access and use

Constraint set

Use constraints

Limitations on public access

None

Responsible organisations

Responsible party

contact position

OpenSky Support

organisation name

UCAR/NCAR - Library

full postal address

PO Box 3000

Boulder

80307-3000

email address

opensky@ucar.edu

web address

http://opensky.ucar.edu/

name: homepage

responsible party role

pointOfContact

Metadata on metadata

Metadata point of contact