Dear all,
R docs differ in how the name Cholesky/Choleski is written.
Wikipedia at least has "Cholesky" (
https://en.wikipedia.org/wiki/Andr%C3%A9-Louis_Cholesky );
and this is also the only form that I have seen in the
literature (e.g. Golub/Van Loan)
The form "Choleski" comes up in chol.Rd, solve.Rd and
chol2inv.Rd (plus in a number of comments in C-code):
src/library/stats/src/splines.c
38: * Choleski is more efficient.
60: * equations to determine them. Either Choleski or Gaussian
279: /* Choleski decomposition */
src/library/base/man/chol.Rd
9:\title{The Choleski Decomposition}
11: Compute the Choleski factorization of a real symmetric
28: The upper triangular factor of the Choleski decomposition, i.e., the
45: If \code{pivot = TRUE}, then the Choleski decomposition of a positive
src/library/base/man/solve.Rd
68: \code{\link{chol2inv}} for inverting from the Choleski factor
src/library/base/man/chol2inv.Rd
8:\title{Inverse from Choleski (or QR) Decomposition}
10: Invert a symmetric, positive definite square matrix from its Choleski
19: contain the Choleski decomposition of the matrix to be inverted.}
21: Choleski decomposition.}
26: The inverse of the matrix whose Choleski decomposition was given.
src/appl/uncmin.c
42: * CC--- choldc(nr,n,a,diagmx,tol,addmax) is ``choleski +
tolerance''
thank you & kind regards
Enrico
--
Enrico Schumann
Lucerne, Switzerland
http://enricoschumann.net
>>>>> Enrico Schumann writes:Thanks for spotting this: changed now in the trunk. Best -k> Dear all, > R docs differ in how the name Cholesky/Choleski is written. > Wikipedia at least has "Cholesky" ( > https://en.wikipedia.org/wiki/Andr%C3%A9-Louis_Cholesky ); > and this is also the only form that I have seen in the > literature (e.g. Golub/Van Loan)> The form "Choleski" comes up in chol.Rd, solve.Rd and > chol2inv.Rd (plus in a number of comments in C-code):> src/library/stats/src/splines.c > 38: * Choleski is more efficient. > 60: * equations to determine them. Either Choleski or Gaussian > 279: /* Choleski decomposition */> src/library/base/man/chol.Rd > 9:\title{The Choleski Decomposition} > 11: Compute the Choleski factorization of a real symmetric > 28: The upper triangular factor of the Choleski decomposition, i.e., the > 45: If \code{pivot = TRUE}, then the Choleski decomposition of a positive> src/library/base/man/solve.Rd > 68: \code{\link{chol2inv}} for inverting from the Choleski factor> src/library/base/man/chol2inv.Rd > 8:\title{Inverse from Choleski (or QR) Decomposition} > 10: Invert a symmetric, positive definite square matrix from its Choleski > 19: contain the Choleski decomposition of the matrix to be inverted.} > 21: Choleski decomposition.} > 26: The inverse of the matrix whose Choleski decomposition was given.> src/appl/uncmin.c > 42: * CC--- choldc(nr,n,a,diagmx,tol,addmax) is ``choleski + tolerance''> thank you & kind regards > Enrico> -- > Enrico Schumann > Lucerne, Switzerland > http://enricoschumann.net> ______________________________________________ > R-devel at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-devel