chol: Cholesky Decomposition using GPU or multi-core CPU
In HiPLARM: High Performance Linear Algebra in R

Description Usage Arguments Details Methods References Examples

Compute the Cholesky factorization of a real symmetric positive-definite square matrix using GPU or multi-core CPU.

1
2
3

chol(x, ...)
## S4 method for signature 'dpoMatrix'
chol(x, pivot = FALSE, ...)

`x`	if `x` is not positive definite, an error is signalled.
`pivot`	logical indicating if pivoting is used. This is not supported for the GPU implementation
`...`	potentially further arguments passed to methods.

For further details on classes and methods see the full Matrix package documentation.

chol: signature(x = "dgeMatrix"): works via "dpoMatrix"
chol: signature(x = "dpoMatrix"): Returns (and stores) the Cholesky decomposition of x, via LAPACK routines dlacpy and either magma_dpotrf or PLASMA_dpotrf.

Martin Maechler, Douglas Bates (Matrix package)

showMethods(chol, inherited = FALSE) # show different methods

sy2 <- new("dsyMatrix", Dim = as.integer(c(2,2)), x = c(14, NA,32,77))
(c2 <- chol(sy2))#-> "Cholesky" matrix
stopifnot(all.equal(c2, chol(as(sy2, "dpoMatrix")), tol= 1e-13))
str(c2)

## An example where chol() can't work
(sy3 <- new("dsyMatrix", Dim = as.integer(c(2,2)), x = c(14, -1, 2, -7)))
try(chol(sy3)) # error, since it is not positive definite