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I have a sparse symmetric covariance matrix which looks like this:

   A 0 0 e 
   0 B 0 f 
   0 0 C g
   h l m D

(All letters are also matrices.)

Is there a closed form solution for inverting such matrices? And if not, does R have a function for fast inversion of such sparse matrices?

I have a postive definite symmetric covariance matrix which looks like this:

Note that all A,B,C,D,E,F,G are also poitive definite symmetric covariance matrices I want to find an easy way were I can invert the matrix in parts instead of inverting all of it at one time. I would really appreciate an R code or any method in R that can solve my problem My main goal here is to find an efficient-fast way to invert this matrix and find its determinant

I have a sparse co variance matrix which looks like this

A= A 0 0 e 
   0 B 0 f 
   0 0 C g
   h l m D

Is there a closed form that can invert such matrices  ? and if not does R have a function for fast inversion of sparse matrices  ? All letters are matrices also, and also this is a symetric matrix

I have a sparse symmetric covariance matrix which looks like this:

   A 0 0 e 
   0 B 0 f 
   0 0 C g
   h l m D

(All letters are also matrices.)

Is there a closed form solution for inverting such matrices? And if not, does R have a function for fast inversion of such sparse matrices?

I have a sparse co variance matrix which looks like this

A= A 0 0 e 
   0 B 0 f 
   0 0 C g
   h l m D

Is there a closed form that can invert such matrices ? and if not does R have a function for fast inversion of sparse matrices ?

I have a sparse co variance matrix which looks like this

A= A 0 0 e 
   0 B 0 f 
   0 0 C g
   h l m D

Is there a closed form that can invert such matrices ? and if not does R have a function for fast inversion of sparse matrices ? All letters are matrices also, and also this is a symetric matrix