related Eigen sparse matrix question: is there an Eigen implementation that gets the inverse of a sparse matrix? need this to compute a piece of the puzzle that is the BYM2 model.
INA’s qinv: qinv: Computes (parts of) the inverse of a SPD sparse matrix in inbo/INLA: Full Bayesian Analysis of Latent Gaussian Models using Integrated Nested Laplace Approximations