| gchol.bdsmatrix-class {bdsmatrix} | R Documentation |
Generalized cholesky decomposition of a bdsmatrix object,
A= LDL' where A is symmetric, L is lower triangular with 1 on the diagonal,
and D is diagonal.
These are created by the gchol function.
blocksize:blocks:rmat:rank:Dim:Dimnames:signature(x = "gchol.bdsmatrix", y = "matrix"): ... signature(x = "gchol.bdsmatrix", y = "numeric"): ... signature(x = "matrix", y = "gchol.bdsmatrix"): ... signature(x = "numeric", y = "gchol.bdsmatrix"): ... signature(x = "gchol.bdsmatrix"): ... signature(from = "gchol.bdsmatrix", to = "matrix"): ... signature(x = "gchol.bdsmatrix"): ... signature(x = "gchol.bdsmatrix"): ... signature(object = "gchol.bdsmatrix"): ...
The Cholesky decompostion of a block diagonal symmetric matrix is also
block diagonal symmetric, so is stored in the same manner as a
bdsmatrix object
Terry Therneau
showClass("gchol.bdsmatrix")