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[matrix] Diff of /pkg/Matrix/TODO
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Diff of /pkg/Matrix/TODO

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revision 2136, Mon Mar 17 22:20:29 2008 UTC revision 2137, Mon Mar 17 22:21:24 2008 UTC
# Line 128  Line 128 
128  - examples for solve( Cholesky(.), b, system = c("A", "LDLt"....))  - examples for solve( Cholesky(.), b, system = c("A", "LDLt"....))
129    probably rather in man/CHMfactor-class.Rd than man/Cholesky.Rd    probably rather in man/CHMfactor-class.Rd than man/Cholesky.Rd
130    
131    - LDL(<CHMsimpl>) looks relatively easy; via  "tCsparse_diag()"
132       {diagonal entries of *triangular* Csparse}
133      --> see comment in determinant(<dsC>) in R/dsCMatrix.R, will give
134      faster determinant
135    
136    - Cholesky() generalized: provide R interface cholmod_factorize_p()
137      which factorizes |A + beta*I| ==> R interface to fast det|A + b*I|
138    
139  - tr(A %*% B) {and even  tr(A %*% B %*% C) ...} are also needed  - tr(A %*% B) {and even  tr(A %*% B %*% C) ...} are also needed
140    frequently in some computations {conditional normal distr. ...}.    frequently in some computations {conditional normal distr. ...}.
141    Since this can be done faster than by    Since this can be done faster than by

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