Can we do Cholesky Decompositon in R for any matrix --------------------------------- [[alternative HTML version deleted]]
Dear Kolluru For a real symmetric positive-definite square matrix you can use chol (see ?chol) in the base package. help.search("cholesky") gives some more alternatives: chol.new(assist) A Modified Cholesky Decomposition chol.reduce(kernlab) Incomplete Cholesky decomposition gchol(kinship) Generalized Cholesky decompostion solve.bdsmatrix(kinship) Solve a matrix equation using the generalized Cholesky decompostion solve.gchol(kinship) Solve a matrix equation using the generalized Cholesky decompostion Cholesky-class(Matrix) Cholesky decompositions sscChol-class(Matrix) Cholesky decompositions of sscMatrix objects chol(base) The Choleski Decomposition chol2inv(base) Inverse from Choleski Decomposition Hope there is something for you. Christoph -- Christoph Buser <buser at stat.math.ethz.ch> Seminar fuer Statistik, LEO C11 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND phone: x-41-1-632-5414 fax: 632-1228 stat.ethz.ch/~buser kolluru ramesh writes: > Can we do Cholesky Decompositon in R for any matrix > > > --------------------------------- > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! R-project.org/posting-guide.html