chol: Cholesky decomposition of structured sparse matrices

In stevencarlislewalker/lme4ord: Generalized Linear Mixed Models with Flexible (Co)Variance Structures

Description

Cholesky decomposition of structured sparse matrices

Usage

## S4 method for signature 'strucMatrix'
chol(x, ...)

## S4 method for signature 'strucMatrixOneOffDiag'
chol(x, ...)

## S4 method for signature 'strucMatrixCompSymm'
chol(x, ...)

Arguments

x	an object that inherits from class strucMatrix
...	passed to subsequent functions

Note

These are often just bailout methods, but some special strucMatrix matrices have exploitable structure, which can be used to keep the number of repeated values down.

Examples

x <- strucMatrixCompSymm(1.2, -0.11, 4)
as.matrix(chol(x))
t(chol(as.matrix(x)))

stevencarlislewalker/lme4ord documentation built on May 30, 2019, 4:43 p.m.