gchol-class: Class "gchol"

Description

The result of a generalized Cholesky decomposition A=LDL' where A is a symmetric matrix, L is lower triangular with 1s on the diagonal, and D is a diagonal matrix.

Arguments

Objects from the Class

These objects are created by the gchol function.

Slots

.Data:: A numeric vector containing the results of the decompostion
Dim:: An integer vector of length 2, the dimension of the matrix
Dimnames:: A list of length 2 containing the dimnames. These default to the dimnames of the matrix A
rank:: The rank of the matrix

Methods

%*%: signature(x = "gchol", y = "matrix"): multiply the cholesky decomposition by a matrix. That is, if A=LDL' is the decomposition, then gchol(A) %*% B will return L D^.5 B.
%*%: signature(x = "matrix", y = "gchol"): multiply by a matrix on the left
[: signature(x = "gchol"): if a square portion from the upper left corner is selected, then the result will be a gchol object, otherwise an ordinary matrix is returned. The latter most often occurs when printing part of the matrix at the command line.
coerce: signature(from = "gchol", to = "matrix"): Use of the as.matrix function will return L
diag: signature(x = "gchol"): Use of the diag function will return D
dim: signature(x = "gchol"): returns the dimension of the matrix
dimnames: signature(x = "gchol"): returns the dimnames
show: signature(object = "gchol"): By default a triangular matrix is printed showing D on the diagonal and L off the diagonal
gchol: signature(x= "matrix"): create a generalized Cholesky decompostion of the matrix

Examples

Run this code

# NOT RUN {
showClass("gchol")
# }