Matrix (version 1.2-8)

dpoMatrix-class: Positive Semi-definite Dense Numeric Matrices

Description

The "dpoMatrix" class is the class of positive-semidefinite symmetric matrices in nonpacked storage. The "dppMatrix" class is the same except in packed storage. Only the upper triangle or the lower triangle is required to be available.

The "corMatrix" class extends "dpoMatrix" with a slot sd.

Objects from the Class

Objects can be created by calls of the form new("dpoMatrix", ...) or from crossprod applied to an "dgeMatrix" object.

Slots

Extends

Class "dsyMatrix", directly. Classes "dgeMatrix", "symmetricMatrix", and many more by class "dsyMatrix".

Methods

, and work via the Cholesky composition, see also the Matrix solve-methods.

See Also

Classes dsyMatrix and dgeMatrix; further, Matrix, rcond, chol, solve, crossprod.

Examples

h6 <- Hilbert(6)
rcond(h6)
str(h6)
h6 * 27720 # is ``integer''
solve(h6)
str(hp6 <- as(h6, "dppMatrix"))

### Note that  as(*, "corMatrix")  *scales* the matrix
(ch6 <- as(h6, "corMatrix"))
stopifnot(all.equal(h6 * 27720, round(27720 * h6), tolerance = 1e-14),
          all.equal(ch6@sd^(-2), 2*(1:6)-1, tolerance= 1e-12))
chch <- chol(ch6)
stopifnot(identical(chch, ch6@factors$Cholesky),
          all(abs(crossprod(chch) - ch6) < 1e-10))