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")