Aliases: Cholesky-class pCholesky-class BunchKaufman-class pBunchKaufman-class show,BunchKaufman-method show,pBunchKaufman-method show,Cholesky-method show,pCholesky-method
### ** Examples (sm <- pack(Matrix(diag(5) + 1))) # dspMatrix
5 x 5 Matrix of class "dspMatrix"
[,1] [,2] [,3] [,4] [,5]
[1,] 2 1 1 1 1
[2,] 1 2 1 1 1
[3,] 1 1 2 1 1
[4,] 1 1 1 2 1
[5,] 1 1 1 1 2
signif(csm <- chol(sm), 4)
5 x 5 Matrix of class "pCholesky"
[,1] [,2] [,3] [,4] [,5]
[1,] 1.4140 0.7071 0.7071 0.7071 0.7071
[2,] . 1.2250 0.4082 0.4082 0.4082
[3,] . . 1.1550 0.2887 0.2887
[4,] . . . 1.1180 0.2236
[5,] . . . . 1.0950
(pm <- crossprod(Matrix(rnorm(18), nrow = 6, ncol = 3)))
3 x 3 Matrix of class "dpoMatrix"
[,1] [,2] [,3]
[1,] 2.9508587 -3.139874 -0.9308733
[2,] -3.1398741 10.681652 -4.0600871
[3,] -0.9308733 -4.060087 4.1461200
(ch <- chol(pm))
3 x 3 Matrix of class "Cholesky"
[,1] [,2] [,3]
[1,] 1.7178064 -1.8278394 -0.5418965
[2,] . 2.7093643 -1.8641225
[3,] . . 0.6144230
if (toupper(ch@uplo) == "U") # which is TRUE crossprod(ch)
3 x 3 Matrix of class "dpoMatrix"
[,1] [,2] [,3]
[1,] 2.9508587 -3.139874 -0.9308733
[2,] -3.1398741 10.681652 -4.0600871
[3,] -0.9308733 -4.060087 4.1461200
stopifnot(all.equal(as(crossprod(ch), "matrix"), as(pm, "matrix"), tolerance=1e-14))