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Revision 652 - (download) (as text) (annotate)
Wed Mar 16 01:08:36 2005 UTC (14 years, 5 months ago) by bates
File size: 3661 byte(s)
Updates to multiplication and other methods
\title{Positive semi-definite, dense, numeric matrices}
\description{The \code{"dpoMatrix"} class is the class of
  positive-semidefinite symmetric matrices in nonpacked storage.  The
  \code{"dppMatrix"} class is the same except in packed storage. Only the
  upper triangle or the lower triangle is required to be available.}
\section{Objects from the Class}{Objects can be created by calls of the
  form \code{new("dpoMatrix", ...)} or from \code{crossprod} applied to
  an \code{"dgeMatrix"} object.}
    \item{\code{uplo}:}{Object of class \code{"character"}. Must be
      either "U", for upper triangular, and "L", for lower triangular.}
    \item{\code{x}:}{Object of class \code{"numeric"}. The numeric
      values that constitute the matrix, stored in column-major order.}
    \item{\code{Dim}:}{Object of class \code{"integer"}. The dimensions
      of the matrix which must be a two-element vector of non-negative
    \item{\code{rcond}:}{Object of class \code{"numeric"}. A named
      numeric vector of reciprocal condition numbers in either the
      1-norm \code{"O"} or the infinity norm \code{"I"}.}
    \item{\code{factors}:}{Object of class \code{"list"}.  A named
      list of factorizations that have been computed for the matrix.}
Class \code{"dsyMatrix"}, directly.
Class \code{"dgeMatrix"}, by class \code{"dsyMatrix"}.
Class \code{"Matrix"}, by class \code{"dsyMatrix"}.
    \item{chol}{\code{signature(x = "dpoMatrix")}:
      Returns (and stores) the Cholesky decomposition of the matrix
    \item{rcond}{\code{signature(x = "dpoMatrix", type = "character")}:
      Returns (and stores) the reciprocal of the condition number of
      \code{x}.  The \code{type} can be \code{"O"} for the
      one-norm (the default) or \code{"I"} for the infinity-norm.  For
      symmetric matrices the result does not depend on the type.}
    \item{solve}{\code{signature(a = "dpoMatrix", b = "missing")}:
      Return the inverse of \code{a}.}
    \item{solve}{\code{signature(a = "dpoMatrix", b = "numeric")}:
      Solve the linear system defined by \code{a} and \code{b}, where
      \code{b} can be a numeric vector, or a matrix, or a dgeMatrix
      object.  The Cholesky decomposition of \code{a} is calculated (if
      needed) while solving the system.}
  \code{\link{dsyMatrix-class}}, \code{\link{dgeMatrix-class}},
  \code{\link{Matrix}}, \code{\link{rcond}}, \code{\link[base]{chol}},
  \code{\link[base]{solve}}, \code{\link{crossprod}}
h6 <- Hilbert(6)
str(hp6 <- as(h6, "dppMatrix"))
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