search for: pcholesky

...he Matrix and the SparseM packages. chol() can only be applied to a matrix of class dspMatrix if SparseM is not in the path. with gratitude David > library(Matrix) > sm <- as(as(Matrix(diag(5) + 1), "dsyMatrix"), "dspMatrix") > chol(sm) 5 x 5 Matrix of class "pCholesky" [,1] [,2] [,3] [,4] [,5] [1,] 1.4142136 0.7071068 0.7071068 0.7071068 0.7071068 [2,] . 1.2247449 0.4082483 0.4082483 0.4082483 [3,] . . 1.1547005 0.2886751 0.2886751 [4,] . . . 1.1180340 0.2236068 [5,] ....