| chol {Matrix} | R Documentation |
Compute the Choleski factorization of a real symmetric positive-definite square matrix.
chol(x, ...) ## S4 method for signature 'dsCMatrix': chol(x, pivot = FALSE, ...)
x |
a (sparse or dense) square matrix, here inheriting from class
Matrix; if x is not positive definite,
an error is signalled. |
pivot |
logical indicating if pivoting is used. |
... |
potentially further arguments passed to methods. |
a matrix of class Cholesky,
i.e., upper triangular: R such that R R' = x.
Use showMethods(chol) to see all; some are worth
mentioning here:
signature(x = "dgeMatrix"): works via
"dpoMatrix", see class dpoMatrix.signature(x = "dpoMatrix"):
Returns (and stores) the Cholesky decomposition of x, via
LAPACK routines dlacpy and dpotrf.signature(x = "dppMatrix"):
Returns (and stores) the Cholesky decomposition via LAPACK routine
dpptrf.signature(x = "dsCMatrix", pivot = "logical"):
Returns (and stores) the Cholesky decomposition of x. If
pivot is TRUE (the default) Metis is used to create
a reordering of the rows and columns of x so as to minimize
fill-in.
The default from base, chol.
showMethods(chol, inherited = FALSE) # show different methods
sy2 <- new("dsyMatrix", Dim = as.integer(c(2,2)), x = c(14, NA,32,77))
(c2 <- chol(sy2))#-> "Cholesky" matrix
stopifnot(all.equal(c2, chol(as(sy2, "dpoMatrix")), tol= 1e-13))
str(c2)
## An example where chol() can't work
(sy3 <- new("dsyMatrix", Dim = as.integer(c(2,2)), x = c(14, -1, 2, -7)))
try(chol(sy3)) # error, since it is not positive definite