Factors of positive-definite matrices

Description

If S is a positive-definite matrix then any square matrix L such that S = L'L is said to be a square-root factor of S. The pdfactor class is the class of such matrices.

Objects from the Class

Objects can be created by calls of the form new("pdfactor", ...). More frequently they are created by coercing a pdMat or pdmatrix object to the pdfactor class.

Slots

.Data:

"matrix": the factor itself, a numeric, square matrix

logDet:

"numeric": the logarithm of the absolute value of the determinant of the factor.

Extends

Class "matrix", from data part. Class "structure", by class "matrix". Class "array", by class "matrix". Class "vector", by class "matrix".

Methods

coerce

signature(from = "pdIdent", to = "pdfactor"): extract the pdfactor from a pdIdent object.

See Also

pdMat-class, pdmatrix-class