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:
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
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
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