[R] Cholesky Decomposition in R

[megh]

A=matrix(c(1,1,1,1,5,5,1,5,14),nrow=3)
t(eigen(A)$vector) %*% A %*% eigen(A)$vector
mat1 = t(eigen(A)$vector)
mat2 = diag(eigen(A)$values)    # this is your diagonal matrix



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
> LDL'
> 
>   My r code is:
> library(Matrix)
> A=matrix(c(1,1,1,1,5,5,1,5,14),nrow=3)
> 
>> 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
> "matrix"
> 
> whatz wrong???
> thanks~
> 
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> 
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