chol(Matrix)
chol()所属R语言包:Matrix
Choleski Decomposition - 'Matrix' S4 Generic
choleski分解 - “黑客帝国”中S4中通用
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Compute the Choleski factorization of a real symmetric positive-definite square matrix.
Choleski分解计算实对称正定方阵。
用法----------Usage----------
chol(x, ...)
## S4 method for signature 'dsCMatrix'
chol(x, pivot = FALSE, ...)
参数----------Arguments----------
参数:x
a (sparse or dense) square matrix, here inheriting from class Matrix; if x is not positive definite, an error is signalled.
(疏或密)方阵,这里从类继承Matrix; x如果是不是正定,一个错误的信号。
参数:pivot
logical indicating if pivoting is used.
逻辑表明如果采用旋转。
参数:...
potentially further arguments passed to methods.
可能进一步的参数传递方法。
值----------Value----------
a matrix of class Cholesky, i.e., upper triangular: R such that R'R = x.
一类Cholesky,即矩阵,上三角:R等R'R = x。
方法----------Methods----------
Use showMethods(chol) to see all; some are worth mentioning here:
使用showMethods(chol)看到所有的,有些是这里值得一提:
chol signature(x = "dgeMatrix"): works via
哲signature(x = "dgeMatrix"):工程通过
chol signature(x = "dpoMatrix"): Returns (and stores) the Cholesky decomposition of x, via
哲signature(x = "dpoMatrix"):返回(店)xCholesky分解,通过
chol signature(x = "dppMatrix"): Returns (and stores) the Cholesky decomposition via LAPACK routine
哲signature(x = "dppMatrix"):返回(店)通过Cholesky分解的LAPACK例程
chol signature(x = "dsCMatrix", pivot = "logical"): Returns (and stores) the Cholesky decomposition of x. If pivot is TRUE (the default) the Approximate Minimal Degree (AMD) algorithm is used to create a reordering of the rows
哲signature(x = "dsCMatrix", pivot = "logical"):返回(店)xCholesky分解。如果pivot是TRUE(默认),最小的近似度(AMD)的算法,用于创建一个行的重新排序
参考文献----------References----------
Direct Methods for Sparse Linear Systems, SIAM Series “Fundamentals of Algorithms”.
An approximate minimal degree ordering algorithm, SIAM J. Matrix Analysis and Applications, 17, 4, 886–905.
参见----------See Also----------
The default from base, chol.
从base,chol的默认。
举例----------Examples----------
showMethods(chol, inherited = FALSE) # show different methods[显示不同的方法]
sy2 <- new("dsyMatrix", Dim = as.integer(c(2,2)), x = c(14, NA,32,77))
(c2 <- chol(sy2))#-> "Cholesky" matrix[ - >“的Cholesky”矩阵]
stopifnot(all.equal(c2, chol(as(sy2, "dpoMatrix")), tol= 1e-13))
str(c2)
## An example where chol() can't work[#一个例子哲()不能正常工作]
(sy3 <- new("dsyMatrix", Dim = as.integer(c(2,2)), x = c(14, -1, 2, -7)))
try(chol(sy3)) # error, since it is not positive definite[错误,因为它是正定]
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注:
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