| gchol.bdsmatrix-class | 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: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
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
bdsmatrix, gchol
showClass("gchol.bdsmatrix")
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