gchol.bdsmatrix-class {bdsmatrix}R Documentation

Class "gchol.bdsmatrix"

Description

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.

Objects from the Class

These are created by the gchol function.

Slots

blocksize:
Integer vector of block sizes
blocks:
Numeric vector containing the blocks
rmat:
Dense portion of the decomposition
rank:
The rank of A
Dim:
Integer vector of length 2 containing the dimension
Dimnames:
List of length 2 containing the dimnames

Methods

%*%
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"): ...
coerce
signature(from = "gchol.bdsmatrix", to = "matrix"): ...
diag
signature(x = "gchol.bdsmatrix"): ...
dim
signature(x = "gchol.bdsmatrix"): ...
show
signature(object = "gchol.bdsmatrix"): ...

Note

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

Author(s)

Terry Therneau

See Also

bdsmatrix, gchol

Examples

showClass("gchol.bdsmatrix")

[Package bdsmatrix version 1.0 Index]