Cholesky decompositions

Description

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

Objects from the Class

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.

Slots

uplo:

inherited from the "trMatrix" class.

diag:

inherited from the "trMatrix" class.

x:

inherited from the "trMatrix" class.

Dim:

inherited from the "trMatrix" class.

rcond:

inherited from the "trMatrix" class.

factorization:

inherited from the "trMatrix" class. For this class the factorization slot is always an empty list.

Extends

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

Methods

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

See Also

trMatrix-class, chol, poMatrix-class

Examples

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