Matrix (version 0.999375-2)

chol: Choleski Decomposition - 'Matrix' S4 Generic

Description

Compute the Choleski factorization of a real symmetric positive-definite square matrix.

Usage

chol(x, ...)
## S3 method for class 'dsCMatrix':
chol(x, pivot = FALSE, \dots)

Arguments

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.

Value

• a matrix of class Cholesky, i.e., upper triangular: $R$ such that $R R' = x$.

See Also

The default from base, chol.

Examples

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