[R] chol2inv question

[Ross Ihaka]

On Tue, Mar 21, 2000 at 08:32:35PM +0800, cwu wrote:
> Hi there,
> 
> Please help me this out.
> 
> > m
>      [,1] [,2]
> [1,]  1.1  1.0
> [2,]  1.0  1.1
> > chol2inv(m)
>            [,1]       [,2]
> [1,]  1.5094597 -0.7513148
> [2,] -0.7513148  0.8264463

chol2inv wants the choleski decompostion of m as its argument.

> m
     [,1] [,2]
[1,]  1.1  1.0
[2,]  1.0  1.1
> mc <- chol(m)
> chol2inv(mc)
          [,1]      [,2]
[1,]  5.238095 -4.761905
[2,] -4.761905  5.238095

Compare this with the inverse computed directly by Householder
transformations.

> solve(m)
          [,1]      [,2]
[1,]  5.238095 -4.761905
[2,] -4.761905  5.238095

Hope this helps.

	Ross
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