Skip to content

pycauset.compute_k_matrix

pycauset.compute_k_matrix(C: TriangularBitMatrix, a: float, num_threads: int = 0) -> 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

  • C (TriangularBitMatrix): The input causal matrix.
  • a (float): The scalar parameter \(a\).
  • num_threads (int, optional): Number of threads to use. Defaults to 0 (auto-detect).

Returns

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