[Rd] Cholesky/Choleski

Kurt Hornik Kurt@Horn|k @end|ng |rom wu@@c@@t
Tue Feb 15 16:08:02 CET 2022


>>>>> Enrico Schumann writes:

Thanks for spotting this: changed now in the trunk.

Best
-k

> 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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