Hi Everyone,
Just a minor point, but could chol() be changed to include the dimnames of
the original matrix? This will ensure that x and t(R) %*% R have the same
dimnames, where R <- chol(x). So we just need to insert
if (!is.null(dx <- dimnames(x)))
dimnames(z$v) <- dx
ahead of the return. Cheers, Jonathan.
Jonathan Rougier Science Laboratories
Department of Mathematical Sciences South Road
University of Durham Durham DH1 3LE
"[B]egin upon the precept ... that the things we see are to be
weighed in the scale with what we know" (Meredith, 1879, The Egoist)
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> Date: Mon, 27 Sep 1999 11:18:52 +0100 (BST) > From: Jonathan Rougier <J.C.Rougier@durham.ac.uk> > To: r-devel@stat.math.ethz.ch > Subject: chol() dimnames > > Hi Everyone, > > Just a minor point, but could chol() be changed to include the dimnames of > the original matrix? This will ensure that x and t(R) %*% R have the same > dimnames, where R <- chol(x). So we just need to insert > > if (!is.null(dx <- dimnames(x))) > dimnames(z$v) <- dx > > ahead of the return. Cheers, Jonathan.This is a picky comment, but maybe we should try to get this spot on. (i) Suppose that the row and column names of x are different? Which should one use? (ii) I don't think that R has any obvious row names: effectively this is a linear transformation to a different and unamed basis for the space. I believe all one actually knows is that the colnames of R should be the colnames of x, if the row and column names of x match. However, the prototype does preserve the names. Should we just preserve the colnames? -- Brian D. Ripley, ripley@stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
> From: Peter Dalgaard BSA <p.dalgaard@biostat.ku.dk> > Date: 27 Sep 1999 15:58:46 +0200 > > There's a variation of Cholesky where you essentially just put a zero > in the diagonal in case of singularity and proceed with the remainder > of the matrix, but noone seems to implement that.src/appl/uncmin has a choldc that is some variation of that sort. -- Brian D. Ripley, ripley@stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._