similar to: Cholesky update/downdate

Displaying 20 results from an estimated 1100 matches similar to: "Cholesky update/downdate"

2007 Apr 24
1
Matrix: how to re-use the symbolic Cholesky factorization?
I have been playing around with sparse matrices in the Matrix package, in particularly with the Cholesky factorization of matrices of class dsCMatrix. And BTW, what a fantastic package. My problem is that I have to carry out repeated Cholesky factorization of a spares symmetric matrices, say Q_1, Q_2, ...,Q_n, where the Q's have the same non-zero pattern. I know in this case one does
2009 Dec 24
1
Multiple CHOLMOD errors when attempting poisson glmm
Hello, I have been attempting to run a poisson glmm using lme4 for some time now and have had a lot of trouble. I would say 9 times out of 10 I receive the following warning: CHOLMOD warning: %h Error in mer_finalize(ans) : Cholmod error `not positive definite' at file:../Cholesky/t_cholmod_rowfac.c, line 432 My data are counts of microbe colony forming units (CFUs) collected from
2007 Dec 09
1
[rspec-devel] rspec_on_rails (trunk - r3070) works with Rails 2.0.1
I figured most of it out. The Spec::Rails stuff was something in the code which has been fixed by revision 3099. The test methods partially make sense. Since the test/unit code has been integrated, methods with test in them are automatically turned into specs. However, the test? method is in a lib file that isn''t directly loaded into the specs. It is a convenience method: def
2008 Jan 11
5
Missing methods
We have a custom implementation of the Mother Object idea. It''s inside of a module, basically like this: module Factory %w(account friendship person invitation message asset email_address birth).each do |klass| eval <<-EOF def self.create_#{klass}(attributes = {}) default_attributes = valid_#{klass}_attributes #{klass.camelize}.create!
2015 Mar 19
6
RFC: Matrix package: Matrix products (%*%, crossprod, tcrossprod) involving "nsparseMatrix" aka sparse pattern matrices
This is a Request For Comment, also BCCed to 390 package maintainers of reverse dependencies of the Matrix package. Most users and package authors working with our 'Matrix' package will be using it for numerical computations, and so will be using "dMatrix" (d : double precision) matrix objects M, and indirectly, e.g., for M >= c will also use "lMatrix" (l:
2005 Jan 21
1
Cholesky Decomposition
Can we do Cholesky Decompositon in R for any matrix --------------------------------- [[alternative HTML version deleted]]
2009 Mar 10
5
Cholesky Decomposition in R
Hi everyone: I try to use r to do the Cholesky Decomposition,which is A=LDL',so far I only found how to decomposite A in to LL' by using chol(A),the function Cholesky(A) doesnt work,any one know other command to decomposte A in to LDL' My r code is: library(Matrix) A=matrix(c(1,1,1,1,5,5,1,5,14),nrow=3) > chol(A) [,1] [,2] [,3] [1,] 1 1 1 [2,] 0 2 2
2009 Apr 01
2
Need Advice on Matrix Not Positive Semi-Definite with cholesky decomposition
Dear fellow R Users: I am doing a Cholesky decomposition on a correlation matrix and get error message the matrix is not semi-definite. Does anyone know: 1- a work around to this issue? 2- Is there any approach to try and figure out what vector might be co-linear with another in thr Matrix? 3- any way to perturb the data to work around this? Thanks for any suggestions.
2012 Feb 06
1
lmer with spatial and temporal random factors, not nested
Hi, I am new to this list. I have a question regarding including both spatial and temporal random factors in lmer. These two are not nested, and an example of model I try to fit is model1<-lmer(Richness~Y+Canopy+Veg_cm+Treatment+(1|Site/Block/Plot)+(1|Year), family=poisson, REML=FALSE), where richness = integer Y & Treatment = factor Canopy & Veg_cm = numerical, continous
2006 Mar 15
1
Log Cholesky parametrization in lme
Dear R-Users I used the nlme library to fit a linear mixed model (lme). The random effect standard errors and correlation reported are based on a Log-Cholesky parametrization. Can anyone tell me how to get the Covariance matrix of the random effects, given the above mentioned parameters based on the Log-Cholesky parametrization?? Thanks in advance Pryseley
2012 Feb 21
1
System is computationally singular error when using cholesky decompostion in MCMC
Hello Everyone I have a MCMC loop to calculate a time varying hierarchical Bayesian structure. This requires me to use around 5-6 matrix inversions in the loop. I use cholesky and chol2inv for the matrix decomposition. Because of the data I am working with I am required to invert a 167 by 167 matrix twice in one iteration. I need to run the iteration for 10000 times, but I get the error
2007 Dec 20
19
Story runner rake task
What''s the status on a rake task for the story runner. If nothing is in progress, where could I start to try and build one? JD
2010 Jan 18
1
A question about build R-2.10.0 on HP-UX ia64 server.
Hi R usrs, I want to build R-2.10.0 on HP-UX, but I got following error message: ld: Unsatisfied symbol "zgemm" in file CHOLMOD.a[cholmod_l_super_numeric.o] ld: Unsatisfied symbol "zgemv" in file CHOLMOD.a[cholmod_l_super_solve.o] ld: Unsatisfied symbol "zherk" in file CHOLMOD.a[cholmod_l_super_numeric.o] ld: Unsatisfied symbol "ztrsm" in file
2006 Jan 11
2
Problem with making Matrix
Hi R-help citizens, I'm having trouble making version 0.99-6 of Matrix on FreeBSD 6.0. The error message is: * Installing *source* package 'Matrix' ... ** libs gcc -I/usr/local/lib/R/include -I/usr/local/include -D__NO_MATH_INLINES -fPIC -g -O2 -c Csparse.c -o Csparse.o ... numerous lines deleted ... gcc -I/usr/local/lib/R/include -I/usr/local/include -D__NO_MATH_INLINES
2008 Jan 31
4
reby-debug and rspec
How do I use the ruby debugger with a specific test (not the whole spec file)? I want to do something like this. $ rdebug spec/models/user_spec.rb -s "should error if not new_record" ____________________________________________________________________________________ Looking for last minute shopping deals? Find them fast with Yahoo! Search.
2008 Mar 13
3
Stories (well, integration tests) which aren''t plain text
Hi, Having just played with getting my first plain text story working, I like how it all fits together. It worked out nicely. However, I don''t feel our project needs to have stories as plain text, in fact it''s a slight hindrance for us. Is there any sensible mechanism for doing integration testing using rspec without plain text stories? Thanks, Rob
2009 Mar 27
3
about the Choleski factorization
Hi there, Given a positive definite symmetric matrix, I can use chol(x) to obtain U where U is upper triangular and x=U'U. For example, x=matrix(c(5,1,2,1,3,1,2,1,4),3,3) U=chol(x) U # [,1] [,2] [,3] #[1,] 2.236068 0.4472136 0.8944272 #[2,] 0.000000 1.6733201 0.3585686 #[3,] 0.000000 0.0000000 1.7525492 t(U)%*%U # this is exactly x Does anyone know how to obtain L such
2012 Jul 31
1
about changing order of Choleski factorization and inverse operation of a matrix
Dear All, My question is simple but I need someone to help me out. Suppose I have a positive definite matrix A. The funtion chol() gives matrix L, such that A = L'L. The inverse of A, say A.inv, is also positive definite and can be factorized as A.inv = M'M. Then A = inverse of (A.inv) = inverse of (M'M) = (inverse of M) %*% (inverse of M)' = ((inverse of
2007 Apr 03
1
lmer, CHOLMOD warning: matrix not positive definite
Hi, I am getting a warning message when I am fitting a generalized linear mixed model (m1.2 below). CHOLMOD warning: matrix not positive definite Error in objective(.par, ...) : Cholmod error `matrix not positive definite' at file:../Supernodal/t_cholmod_super_numeric.c, line 614 Any idea? Thanks for your help, Reza > sessionInfo() R version 2.4.1 (2006-12-18) i386-pc-mingw32
2009 Feb 11
1
Compiling Matrix on Solaris 10 x86-64 Sun Studio 12
Hi all, I have trouble to compile Matrix packages on Solar10 x86-64 with Sun compilers. I saw some postings on this but am not sure how to solve this problem. It is becoming critical as I cannot install biocLite() because of its dependency on Matrix. Could you direct me how to resolve the issue? Thanks in advance! Dongseok R version 2.8.1 (2008-12-22) Copyright (C) 2008 The R Foundation for