R: Class "gchol.bdsmatrix"

gchol.bdsmatrix-class {bdsmatrix} | R Documentation

## Class "gchol.bdsmatrix"

### Description

Generalized cholesky decomposition of a `bdsmatrix` object, A= LDL' where A is symmetric, L is lower triangular with 1 on the diagonal, and D is diagonal.

### Objects from the Class

These are created by the `gchol` function.

### Slots

`blocksize`:

  Integer vector of block sizes

`blocks`:

  Numeric vector containing the blocks

`rmat`:

  Dense portion of the decomposition

`rank`:

  The rank of A

`Dim`:

  Integer vector of length 2 containing the dimension

`Dimnames`:

  List of length 2 containing the dimnames

### Methods

%*%

  `signature(x = "gchol.bdsmatrix", y = "matrix")`: ...

%*%

  `signature(x = "gchol.bdsmatrix", y = "numeric")`: ...

%*%

  `signature(x = "matrix", y = "gchol.bdsmatrix")`: ...

%*%

  `signature(x = "numeric", y = "gchol.bdsmatrix")`: ...

[

  `signature(x = "gchol.bdsmatrix")`: ...

coerce

  `signature(from = "gchol.bdsmatrix", to = "matrix")`: ...

diag

  `signature(x = "gchol.bdsmatrix")`: ...

dim

  `signature(x = "gchol.bdsmatrix")`: ...

show

  `signature(object = "gchol.bdsmatrix")`: ...

### Note

The Cholesky decompostion of a block diagonal symmetric matrix is also block diagonal symmetric, so is stored in the same manner as a `bdsmatrix` object

### Author(s)

Terry Therneau

### See Also

`bdsmatrix`, `gchol`

### Examples

    showClass("gchol.bdsmatrix")

[Package bdsmatrix version 1.3-2 Index]