BunchKaufman-methods {Matrix} | R Documentation |
The Bunch-Kaufman Decomposition of a square symmetric matrix A is A = P LDL' P' where P is a permutation matrix, L is unit-lower triangular and D is block-diagonal with blocks of dimension 1 x 1 or 2 x 2.
BunchKaufman(x, ...)
x |
a symmetric square matrix. |
... |
potentially further arguments passed to methods. |
Currently, only methods for dense numeric symmetric matrices are implemented.
x = "dspMatrix"
x = "dsyMatrix"
These rely on the Lapack routines dsptrf
and
dsytrf
, respectively.
The resulting class, BunchKaufman
.
Related decompositions are the LU, lu
, and the Cholesky,
chol
and Cholesky
.
data(CAex) dim(CAex) isSymmetric(CAex)# TRUE CAs <- as(CAex, "symmetricMatrix") if(FALSE) # no method defined yet bk. <- BunchKaufman(CAs) bkCA <- BunchKaufman(as(CAs, "denseMatrix")) bkCA