R help - Jun 2012 - Determinant and inverse using cholsky parameter

Dear R list members,

I have a vector of Cholesky parameterization of a matrix let say A. I would like
to compute the determinant and inverse of the original matrix A from the vector
of cholesky parameters , would you suggest an R function to do the task. I have
tried hard but unable to find anything like that.

Please direct me any package or please share R code that can do the task.

Thanks and regards,
B.Nataraj


	[[alternative HTML version deleted]]

Hi,

Isn't the Cholesky decomposition of A=L (L)^T where T stands for
"transpose"
and L is the Cholesky factor of A.

You say you have the  Cholesky decomposition, isn't it L (above)?

A<-L%*%t(L)
det(A) 
solve(A)

would be your answer.

Hope this helps
Ozgur



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?chol2inv

kjetil

On Fri, Jun 8, 2012 at 1:43 AM,  <nataraj at orchidpharma.com>
wrote:
> Dear R list members,
>
> I have a vector of Cholesky parameterization of a matrix let say A. I would
like to compute the determinant and inverse of the original matrix A from the
vector of cholesky parameters , would you suggest an R function to do the task.
I have tried hard but unable to find anything like that.
>
> Please direct me any package or please share R code that can do the task.
>
> Thanks and regards,
> B.Nataraj
>
>
> ? ? ? ?[[alternative HTML version deleted]]
>
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