Cholesky-class            package:Matrix            R Documentation

_C_h_o_l_e_s_k_y _d_e_c_o_m_p_o_s_i_t_i_o_n_s

_D_e_s_c_r_i_p_t_i_o_n:

     The '"Cholesky"' class is the class of Cholesky decomposition of a
     positive-semidefinite, real matrices

_O_b_j_e_c_t_s _f_r_o_m _t_h_e _C_l_a_s_s:

     Objects can be created by calls of the form 'new("Cholesky", ...)'
     or by calls of the form 'chol(pm)' where 'pm' inherits from the
     '"poMatrix"' class or as a side-effect of other functions applied
     to '"poMatrix"' objects.

_S_l_o_t_s:

     '_u_p_l_o': inherited from the '"trMatrix"' class.

     '_d_i_a_g': inherited from the '"trMatrix"' class.

     '_x': inherited from the '"trMatrix"' class.

     '_D_i_m': inherited from the '"trMatrix"' class.

     '_r_c_o_n_d': inherited from the '"trMatrix"' class.

     '_f_a_c_t_o_r_i_z_a_t_i_o_n': inherited from the '"trMatrix"' class.  For this
          class the 'factorization' slot is always an empty list.

_E_x_t_e_n_d_s:

     Class '"trMatrix"', directly. Class '"geMatrix"', by class
     '"trMatrix"'. Class '"Matrix"', by class '"trMatrix"'.

_M_e_t_h_o_d_s:

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

_S_e_e _A_l_s_o:

     'trMatrix-class', 'chol', 'poMatrix-class'

_E_x_a_m_p_l_e_s:

     print(pm <- crossprod(Matrix(rnorm(18), nrow = 6, ncol = 3)))
     print(ch <- chol(pm))
     if (toupper(ch@uplo) == "U") crossprod(ch)

