dCholCMatrix-class {Matrix}R Documentation

Cholesky Decompositions of dsCMatrix Objects

Description

"dCholCMatrix" is class of Cholesky decompositions of symmetric, sparse, compressed, column-oriented matrices (the "dsCMatrix" class). "lCholCMatrix" is class showing the logical structure (positions of the non-zeros) of these Cholesky decompositions.

Objects from the Class

Objects can be created by calls of the form new("dCholCMatrix", ...) but are more commonly created from chol applied to dsCMatrix or lsCMatrix objects.

Slots

perm:
Object of class "integer" giving the permutation of the rows and columns chosen to minimize fill-in. If pivoting has not been applied this will be an integer vector of length 0.
diag:
A character object indicating if the triangular matrix is unit triangular or not. This slot is inherited from the "dtCMatrix" class. It is always "N" for this class.
uplo:
A character object indicating if the upper triangle ("U" or "u") or the lower triangle ("L" or "l") is stored. At present only the lower triangle form is allowed.
p:
Object of class "integer" of pointers, one for each column, to the initial (zero-based) index of elements in the column.
i:
Object of class "integer" of length nnzero (number of non-zero elements). These are the row numbers for each non-zero element in the matrix.
x:
Object of class "numeric" - the non-zero elements of the matrix. Present only in the "dCholCMatrix" class.
factors:
Object of class "list" - a list of factorizations of the matrix.
Dim:
Object of class "integer" - the dimensions of the matrix - must be an integer vector with exactly two non-negative values.
Dimnames:
list of length two; inherited from the "Matrix" class, see Matrix.
D:
Object of class "numeric" - the diagonal elements of the matrix D in the LDL' decomposition. Present only in the "dCholCMatrix" class.
Parent:
Object of class "integer" - the elimination tree of the (possibly permuted) symmetric matrix.

Extends

Class "dtCMatrix", directly. Class "dgCMatrix", by class "dtCMatrix".

Methods

No methods defined with class "dCholCMatrix" in the signature.

See Also

Class dgCMatrix

Examples

data(KNex)
xpx <- with(KNex, crossprod(mm))
str(xpx)
str(ch <- chol(xpx))

## Visualize the sparseness:
dq <- function(ch) paste('"',ch,'"', sep="") ## dQuote(<UTF-8>) gives bad plots
image(xpx, main=paste("crossprod(mm) : Sparse", dq(class(xpx))))
image(ch, main= paste("chol (crossprod(mm)) : Sparse", dq(class(ch))))

[Package Matrix version 0.999375-4 Index]