R help - Mar 2000 - chol2inv question

Hi there,

Please help me this out.
> m
     [,1] [,2]
[1,]  1.1  1.0
[2,]  1.0  1.1
> chol2inv(m)
           [,1]       [,2]
[1,]  1.5094597 -0.7513148
[2,] -0.7513148  0.8264463
> 
CT
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"cwu" <cwu at fcu.edu.tw> writes:
> Hi there,
> 
> Please help me this out.
> 
> > m
>      [,1] [,2]
> [1,]  1.1  1.0
> [2,]  1.0  1.1
> > chol2inv(m)
>            [,1]       [,2]
> [1,]  1.5094597 -0.7513148
> [2,] -0.7513148  0.8264463
What's the trouble? Are you aware that me is expected to contain a
Choleski factor in the upper triangle? 
> m
     [,1] [,2]
[1,]  1.1  1.0
[2,]  0.0  1.1
> t(m)%*%m 
     [,1] [,2]
[1,] 1.21 1.10
[2,] 1.10 2.21
> chol(t(m)%*%m)
     [,1] [,2]
[1,]  1.1  1.0
[2,]  0.0  1.1
> solve(t(m)%*%m)
           [,1]       [,2]
[1,]  1.5094597 -0.7513148
[2,] -0.7513148  0.8264463


-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)             FAX: (+45) 35327907
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On Tue, Mar 21, 2000 at 08:32:35PM +0800, cwu wrote:
> Hi there,
> 
> Please help me this out.
> 
> > m
>      [,1] [,2]
> [1,]  1.1  1.0
> [2,]  1.0  1.1
> > chol2inv(m)
>            [,1]       [,2]
> [1,]  1.5094597 -0.7513148
> [2,] -0.7513148  0.8264463
chol2inv wants the choleski decompostion of m as its argument.
> m
     [,1] [,2]
[1,]  1.1  1.0
[2,]  1.0  1.1
> mc <- chol(m)
> chol2inv(mc)
          [,1]      [,2]
[1,]  5.238095 -4.761905
[2,] -4.761905  5.238095

Compare this with the inverse computed directly by Householder
transformations.
> solve(m)
          [,1]      [,2]
[1,]  5.238095 -4.761905
[2,] -4.761905  5.238095

Hope this helps.

	Ross
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