A=matrix(c(1,1,1,1,5,5,1,5,14),nrow=3) t(eigen(A)$vector) %*% A %*% eigen(A)$vector mat1 = t(eigen(A)$vector) mat2 = diag(eigen(A)$values) # this is your diagonal matrix
Manli Yan wrote: > > Hi everyone: > I try to use r to do the Cholesky Decomposition,which is A=LDL',so far I > only found how to decomposite A in to LL' by using chol(A),the function > Cholesky(A) doesnt work,any one know other command to decomposte A in to > LDL' > > My r code is: > library(Matrix) > A=matrix(c(1,1,1,1,5,5,1,5,14),nrow=3) > >> chol(A) > [,1] [,2] [,3] > [1,] 1 1 1 > [2,] 0 2 2 > [3,] 0 0 3 > >> Cholesky(A) > Error in function (classes, fdef, mtable) : > unable to find an inherited method for function "Cholesky", for > signature > "matrix" > > whatz wrong??? > thanks~ > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > -- View this message in context: http://www.nabble.com/Cholesky-Decomposition-in-R-tp22444083p22448498.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
