[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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