Chol: cholesky decomposition

In MPCR: Multi- And Mixed-Precision Computations

cholesky decomposition

Description

Performs the Cholesky factorization of a positive definite MPCR matrix x.

Usage

## S4 method for signature 'Rcpp_MPCR'
chol(x,upper_triangle=TRUE)

Arguments

x	An MPCR matrix.
upper_triangle	Boolean to check on which triangle the cholesky decomposition should be applied.

Value

An MPCR matrix.

Examples

  
  library(MPCR)
  x <- as.MPCR(c(1.21, 0.18, 0.13, 0.41, 0.06, 0.23,
                 0.18, 0.64, 0.10, -0.16, 0.23, 0.07,
                 0.13, 0.10, 0.36, -0.10, 0.03, 0.18,
                 0.41, -0.16, -0.10, 1.05, -0.29, -0.08,
                 0.06, 0.23, 0.03, -0.29, 1.71, -0.10,
                 0.23, 0.07, 0.18, -0.08, -0.10, 0.36),6,6,precision="double")
  chol_out <- chol(x)
  

MPCR documentation built on April 13, 2025, 5:08 p.m.