Generalized cholesky decomposition of a bdsmatrix object,
A= LDL' where A is symmetric, L is lower triangular with 1 on the diagonal,
and D is diagonal.
Objects from the Class
These are created by the gchol function.
Slots
blocksize:
Integer vector of block sizes
blocks:
Numeric vector containing the blocks
rmat:
Dense portion of the decomposition
rank:
The rank of A
Dim:
Integer vector of length 2 containing the dimension
Dimnames:
List of length 2 containing the dimnames
Methods
%*%
signature(x = "gchol.bdsmatrix", y = "matrix"): ...
%*%
signature(x = "gchol.bdsmatrix", y = "numeric"): ...
%*%
signature(x = "matrix", y = "gchol.bdsmatrix"): ...
%*%
signature(x = "numeric", y = "gchol.bdsmatrix"): ...
[
signature(x = "gchol.bdsmatrix"): ...
coerce
signature(from = "gchol.bdsmatrix", to = "matrix"): ...
diag
signature(x = "gchol.bdsmatrix"): ...
dim
signature(x = "gchol.bdsmatrix"): ...
show
signature(object = "gchol.bdsmatrix"): ...
Note
The Cholesky decompostion of a block diagonal symmetric matrix is also
block diagonal symmetric, so is stored in the same manner as a
bdsmatrix object