pycauset.compute_k

pycauset.compute_k(matrix: TriangularBitMatrix, a: float) -> TriangularFloatMatrix

Compute the matrix \(K = C(aI + C)^{-1}\) for a causal matrix \(C\) and scalar \(a\).

This function uses an optimized column-independent backward substitution algorithm that exploits the binary and sparse nature of \(C\).

Parameters

• matrix (TriangularBitMatrix): The input causal matrix \(C\).
• a (float): The scalar parameter \(a\).

Returns

• TriangularFloatMatrix: The result matrix \(K\).