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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