[R] Cholesky Decomposition

[Christoph Buser]

Dear Kolluru

For a real symmetric positive-definite square matrix you can use
chol (see ?chol) in the base package.

help.search("cholesky") gives some more alternatives:

chol.new(assist)        A Modified Cholesky Decomposition
chol.reduce(kernlab)    Incomplete Cholesky decomposition
gchol(kinship)          Generalized Cholesky decompostion
solve.bdsmatrix(kinship)
                        Solve a matrix equation using the generalized
                        Cholesky decompostion
solve.gchol(kinship)    Solve a matrix equation using the generalized
                        Cholesky decompostion
Cholesky-class(Matrix)
                        Cholesky decompositions
sscChol-class(Matrix)   Cholesky decompositions of sscMatrix objects
chol(base)              The Choleski Decomposition
chol2inv(base)          Inverse from Choleski Decomposition

Hope there is something for you.

Christoph

-- 
Christoph Buser <buser at stat.math.ethz.ch>
Seminar fuer Statistik, LEO C11
ETH (Federal Inst. Technology)	8092 Zurich	 SWITZERLAND
phone: x-41-1-632-5414		fax: 632-1228
http://stat.ethz.ch/~buser/


kolluru ramesh writes:
 > Can we do Cholesky Decompositon in R for any matrix
 > 
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