[R] Determinant and inverse using cholsky parameter

[Kjetil Halvorsen]

On Fri, Jun 8, 2012 at 10:08 AM, Özgür Asar <oasar at metu.edu.tr> wrote:
> Hi,
>
> Isn't the Cholesky decomposition of A=L (L)^T where T stands for "transpose"
> and L is the Cholesky factor of A.
>
> You say you have the  Cholesky decomposition, isn't it L (above)?
>
> A<-L%*%t(L)
> det(A)
> solve(A)
>
> would be your answer.

A better answer would be to use that L is an (upper or lower, doesn't
matter) triangular matrix,
so the determinant is just the product of the diagonal elements, so
det(A) is just prod(diag(L))^2.

kjetil

>
> Hope this helps
> Ozgur
>
>
>
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