Random C++ Part 2: Sparse partial inverses in Eigen

Acknowledgements The code in this post is indebted (and in some cases wholly ripped off from) work by the glorious Finn Lindgren , who emailed me some code to do this probably a decade ago. Yes I am behind on my emails. Finn’s code can be found here as part of the glorious INLAbru project. Code availability The code from this post can be found in my github repo . The time has come once more to…