Prior precision for q-th order random walk on a K x K lattice (d-dimensional)

Builds a 2D intrinsic RW(q) precision via Kronecker sum: Q2D = kron(Q1D, I) + kron(I, Q1D), then replicates across d independent processes.

make_lattice_rwq_precision(K, d, q = 1, lambda = 1, ridge = 0)

Arguments

K

integer lattice side length (total sites = K^2).

d

integer number of independent processes.

q

integer order of the random walk (q>=1).

lambda

nonnegative scalar precision multiplier.

ridge

nonnegative ridge added to improve conditioning.

Value

sparse (d*K^2) x (d*K^2) precision matrix (Matrix).