Re: [R] A problem with chol() function

2011-10-23 Thread Bert Gunter
Perhaps to clarify Prof. Ripley's remarks below , the part that you missed was "symmetric," which your matrix obviously is not. -- Bert 2011/10/23 Prof Brian Ripley > On Sun, 23 Oct 2011, Ron Michael wrote: > > I think I am missing something with the chol() function. Here is my >> calculation:

Re: [R] A problem with chol() function

2011-10-23 Thread Prof Brian Ripley
On Sun, 23 Oct 2011, Ron Michael wrote: I think I am missing something with the chol() function. Here is my calculation:   mat [,1] [,2] [,3] [,4] [,5] [1,]    1    3    0    0    0 [2,]    0    1    0    0    0 [3,]    0    0    1    0    0 [4,]    0    0    0    1    0 [5,]    0    0   

[R] A problem with chol() function

2011-10-23 Thread Ron Michael
I think I am missing something with the chol() function. Here is my calculation:   > mat [,1] [,2] [,3] [,4] [,5] [1,]    1    3    0    0    0 [2,]    0    1    0    0    0 [3,]    0    0    1    0    0 [4,]    0    0    0    1    0 [5,]    0    0    0    0    1 > eigen(mat) $values [1] 1 1 1