Hello,

On the more theoretical side in lme4:
I am interested in obtaining the inverse of the sparse matrix M = U*Ut +
I_q, the PLS matrix for (a permuted version of) which a sparse cholesky
factor L is computed.

I wonder if

solve(M, diag(q), system='A')

will do the job as efficiently as

t(P) %*% crossprod(Linv) %*% P

where

Linv=solve(Cholesky(M,LDL=FALSE), diag(q), system='L')


Thank you very much,
Asaf

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