Cholesky-class(Matrix)
Cholesky-class()所属R语言包：Matrix
Cholesky and Bunch-Kaufman Decompositions
乔列斯基和束考夫曼分解
译者：生物统计家园网 机器人LoveR
描述----------Description----------
The "Cholesky" class is the class of Cholesky decompositions of positive-semidefinite, real dense matrices. The "BunchKaufman" class is the class of Bunch-Kaufman decompositions of symmetric, real matrices. The "pCholesky" and "pBunchKaufman" classes are their packed storage versions.
"Cholesky"类是正半定的，真正的密集矩阵的Cholesky分解类。 "BunchKaufman"类是对称实矩阵束考夫曼分解类。 "pCholesky"和"pBunchKaufman"类包装存储版本。
类的对象----------Objects from the Class----------
Objects can be created by calls of the form new("Cholesky", ...) or new("BunchKaufman", ...), etc, or rather by calls of the form chol(pm) or BunchKaufman(pm) where pm inherits from the "dpoMatrix" or "dsyMatrix" class or as a side-effect of other functions applied to "dpoMatrix" objects (see dpoMatrix).
对象可以创建调用的形式new("Cholesky", ...)或new("BunchKaufman", ...)等，或者更确切地说，调用的形式chol(pm)或BunchKaufman(pm)pm继承自"dpoMatrix"或"dsyMatrix"类或作为应用于"dpoMatrix"对象的其他功能的副作用（见dpoMatrix）。
插槽----------Slots----------
A Cholesky decomposition extends class MatrixFactorization but is basically a triangular matrix extending the "dtrMatrix" class.
Cholesky分解延伸类MatrixFactorization但基本上是一个三角矩阵扩展"dtrMatrix"类。
uplo: inherited from the "dtrMatrix" class.
uplo："dtrMatrix"类继承。
diag: inherited from the "dtrMatrix" class.
diag："dtrMatrix"类继承。
x: inherited from the "dtrMatrix" class.
x："dtrMatrix"类继承。
Dim: inherited from the "dtrMatrix" class.
Dim："dtrMatrix"类继承。
Dimnames: inherited from the "dtrMatrix" class.
Dimnames："dtrMatrix"类继承。
A Bunch-Kaufman decomposition also extends the "dtrMatrix" class and has a perm slot representing a permutation matrix. The packed versions extend the "dtpMatrix" class.
一堆考夫曼分解也延伸"dtrMatrix"类perm槽代表一个置换矩阵。打包的版本扩展"dtpMatrix"类。
延伸----------Extends----------
Class "MatrixFactorization" and "dtrMatrix", directly. Class "dgeMatrix", by class "dtrMatrix". Class "Matrix", by class "dtrMatrix".
类"MatrixFactorization"和"dtrMatrix"，直接。类"dgeMatrix"类"dtrMatrix"。类"Matrix"类"dtrMatrix"。
方法----------Methods----------
Both these factorizations can directly be treated as (triangular) matrices, as they extend "dtrMatrix", see above. There are currently no further explicit methods defined with class "Cholesky" or "BunchKaufman" in the signature.
这些分解既可以直接被视为（三角）矩阵，为他们延长"dtrMatrix"，见上面。目前有没有进一步明确的方法定义类"Cholesky"或"BunchKaufman"签名。
注意----------Note----------
Objects of class "Cholesky" typically stem from chol(D), applied to a dense matrix D.
类对象"Cholesky"通常源于chol(D)，适用于密集的矩阵D。
On the other hand, the function Cholesky(S) applies to a sparse matrix S, and results in objects inheriting from class CHMfactor.
另一方面，功能Cholesky(S)适用于稀疏矩阵S，在继承类CHMfactor对象的结果。
For traditional matrices m, chol(m) is a traditional matrix as well, triangular, but simply an n * n numeric matrix. Hence, for compatibility, the "Cholesky" and "BunchKaufman" classes (and their "p*" packed versions) also extend triangular Matrix classes (such as "dtrMatrix").
对于传统的矩阵m，chol(m)是传统的矩阵，三角，而只是一个n * n数字matrix。因此，兼容性，"Cholesky"和"BunchKaufman"类（和他们的"p*"包装版本）也延长三角矩阵类（如“dtrMatrix”）。
Consequently, determinant(R) for R <- chol(A) returns the determinant of R, not of A. This is in contrast to class CHMfactor objects C, where determinant(C) gives the determinant of the original matrix A, for C <- Cholesky(A), see also the determinant method documentation on the class CHMfactor page.
因此，determinant(R)R <- chol(A)返回R的决定性因素，而不是A。这是在上课CHMfactor对象C，其中determinant(C)给A，看到原来的矩阵C <- Cholesky(A)的行列式，也<X >方法类determinant页的文件。
参见----------See Also----------
Classes dtrMatrix, dpoMatrix; function chol.
类dtrMatrix，dpoMatrix;功能chol。
Function Cholesky resulting in class CHMfactor objects, not class "Cholesky" ones, see the section "Note".
功能Cholesky类CHMfactor对象，而不是一流“的Cholesky”的，看到一节“注意”。
举例----------Examples----------
(sm <- as(as(Matrix(diag(5) + 1), "dsyMatrix"), "dspMatrix"))
signif(csm <- chol(sm), 4)
(pm <- crossprod(Matrix(rnorm(18), nrow = 6, ncol = 3)))
(ch <- chol(pm))
if (toupper(ch@uplo) == "U") # which is TRUE[这是真的]
crossprod(ch)
stopifnot(all.equal(as(crossprod(ch), "matrix"),
as(pm, "matrix"), tol=1e-14))
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注：
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发表于 2012-2-16 22:14:22
