[R] Cholesky Decomposition in R
jones at reed.edu
Tue Mar 10 23:04:42 CET 2009
try Cholesky() in package Matrix.
On Tue, Mar 10, 2009 at 02:33:01PM -0700, Manli Yan wrote:
> Hi everyone:
> I try to use r to do the Cholesky Decomposition,which is A=LDL',so far I
> only found how to decomposite A in to LL' by using chol(A),the function
> Cholesky(A) doesnt work,any one know other command to decomposte A in to
> My r code is:
> > chol(A)
> [,1] [,2] [,3]
> [1,] 1 1 1
> [2,] 0 2 2
> [3,] 0 0 3
> > Cholesky(A)
> Error in function (classes, fdef, mtable) :
> unable to find an inherited method for function "Cholesky", for signature
> whatz wrong???
> [[alternative HTML version deleted]]
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