| Cholesky-class {Matrix} | R Documentation |
The "Cholesky" class is the class of Cholesky
decompositions of positive-semidefinite, real matrices. The
"BunchKaufman" class is the class of Bunch-Kaufman
decompositions of symmetric, real matrices. The "pCholesky"
and "pBunchKaufman" classes are their packed
storage versions.
Objects can be created by calls of the form new("Cholesky",
...) or new("BunchKaufman", ...), etc,
or rather by calls of the form chol(pm) or
BunchKaufman(pm) where pm inherits from
the "dpoMatrix" or "dsyMatrix"
class or as a side-effect of other functions
applied to "dpoMatrix" objects (see dpoMatrix).
A Cholesky decomposition extends class
MatrixFactorization but is basically a triangular
matrix extending the "dtrMatrix" class.
uplo:"dtrMatrix" class.diag:"dtrMatrix" class.x:"dtrMatrix" class.Dim:"dtrMatrix" class.Dimnames:"dtrMatrix" class.
A Bunch-Kaufman decomposition also extends the "dtrMatrix"
class and has a perm slot representing a permutation matrix.
The packed versions extend the "dtpMatrix" class.
Class "MatrixFactorization" and "dtrMatrix", directly.
Class "dgeMatrix", by class "dtrMatrix".
Class "Matrix", by class "dtrMatrix".
No methods defined with class "Cholesky" in the signature.
Classes dtrMatrix, dpoMatrix;
function chol.
(sm <- as(as(Matrix(diag(5) + 1), "dsyMatrix"), "dspMatrix"))
signif(csm <- chol(sm), 4)
(pm <- crossprod(Matrix(rnorm(18), nrow = 6, ncol = 3)))
(ch <- chol(pm))
if (toupper(ch@uplo) == "U") # which is TRUE
crossprod(ch)
stopifnot(all.equal(as(crossprod(ch), "matrix"),
as(pm, "matrix"), tol=1e-14))