| BunchKaufman-methods {Matrix} | R Documentation |
The Bunch-Kaufman Decomposition of a square symmetric matrix A is A = P LDL' P' where P is a permutation matrix, L is unit-lower triangular and D is block-diagonal with blocks of dimension 1 x 1 or 2 x 2.
BunchKaufman(x, ...)
x |
a symmetric square matrix. |
... |
potentially further arguments passed to methods. |
Currently, only methods for dense numeric symmetric matrices are implemented.
x = "dspMatrix"x = "dsyMatrix"
These rely on the Lapack routines dsptrf and
dsytrf, respectively.
The resulting class, BunchKaufman.
Related decompositions are the LU, lu, and the Cholesky,
chol (and for sparse matrices,
Cholesky).
data(CAex) dim(CAex) isSymmetric(CAex)# TRUE CAs <- as(CAex, "symmetricMatrix") if(FALSE) # no method defined yet for *sparse* : bk. <- BunchKaufman(CAs) ## does apply to *dense* symmetric matrices: bkCA <- BunchKaufman(as(CAs, "denseMatrix")) bkCA