chol: Cholesky Decomposition.

In Fuzzy-Logix/AdapteR: Converts R syntax to SQL to provide fast analytics using in-database C++ library DB Lytix.

Description

chol computes the Cholesky factorization of FLMatrix object.
The Cholesky decomposition is a decomposition of a positive definite matrix into the product of a lower triangular matrix and its conjugate transpose.

Usage

chol(object, ...)

Arguments

object	is of class FLMatrix
...	any additional arguments

Value

chol returns FLMatrix which is the upper triangular factor of the Cholesky decomposition

Constraints

Input can only be a Hermitian, positive definite square matrix (n x n) with maximum dimension limitations of (1000 x 1000)

Examples

flmatrix<-FLMatrix("tblMatrixMulti", 5,"MATRIX_ID","ROW_ID","COL_ID","CELL_VAL")
resultFLMatrix <- chol(flmatrix)

Fuzzy-Logix/AdapteR documentation built on May 6, 2019, 5:07 p.m.