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))