sparseinv is an R package that wraps sparseinv routines coded by Timothy Davis that compute the Takahashi equations. These equations compute the elements of the inverse of a sparse matrix at locations where the (permuted) Cholesky factor is non-zero. The resulting matrix is known as a sparse inverse subset. Some helper functions (like the permuted Cholesky factorisation) are also implemented. Support for spam matrices is currently limited and will be implemented in the future.

Davis T (2014). sparseinv: Sparse Inverse Subset. URL https://au.mathworks.com/matlabcentral/fileexchange/33966-sparseinv--sparse-inverse-subset.