[Rd] Cholesky/Choleski

Enrico Schumann e@ @end|ng |rom enr|co@chum@nn@net
Tue Feb 15 10:27:59 CET 2022


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



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