Thank you guys so much~~~~ Regards~ 2009/3/11 Simon Wood <s.w...@bath.ac.uk>
> > A <- matrix(runif(25),5,5); A <- A%*%t(A) ## Example +ve def matrix > > U <- chol(A) ## start from factor given by chol > D <- diag(U) ## extract sqrt(D) > L <- t(U/D) ## get unit lower triangular factor > D <- diag(D^2) ## and diagonal > ## So now A = LDL' > range(A-L%*%D%*%t(L)) > > #best, > #Simon > > > On Tuesday 10 March 2009 21:33, Manli Yan wrote: > > 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~ > > > > [[alternative HTML version deleted]] > > > > ______________________________________________ > > R-help@r-project.org mailing list > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide > > http://www.R-project.org/posting-guide.html<http://www.r-project.org/posting-guide.html>and > > provide commented, minimal, > > self-contained, reproducible code. > > -- > > Simon Wood, Mathematical Sciences, University of Bath, Bath, BA2 7AY UK > > +44 1225 386603 www.maths.bath.ac.uk/~sw283 > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
