chol {Matrix}R Documentation

Choleski Decomposition - 'Matrix' S4 Generic

Description

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

Usage

chol(x, pivot = FALSE, ...)

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

~Describe the value returned If it is a LIST, use

comp1 Description of 'comp1'
comp2 Description of 'comp2'

...

Methods

Use showMethods(chol) to see all; some are worth mentioning here:

chol
signature(x = "dgeMatrix"): works via "dpoMatrix", see class dpoMatrix.
chol
signature(x = "dpoMatrix"): Returns (and stores) the Cholesky decomposition of x, via LAPACK routines dlacpy and dpotrf.
chol
signature(x = "dppMatrix"): Returns (and stores) the Cholesky decomposition via LAPACK routine dpptrf.
chol
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.

See Also

The default from base, chol.

Examples

showMethods(chol, inherited = FALSE) # show different methods

[Package Matrix version 0.999375-4 Index]