Duncan Murdoch wrote:
On 3/27/2009 11:46 AM, 93354504 wrote:
Hi there,
Given a positive definite symmetric matrix, I can use chol(x) to
obtain U where U is upper triangular
and x=U'U. For example,
x=matrix(c(5,1,2,1,3,1,2,1,4),3,3)
U=chol(x)
U
# [,1] [,2] [,3]
#[1,] 2.236068
edicine
Johns Hopkins University
Ph. (410) 502-2619
email: rvarad...@jhmi.edu
- Original Message -
From: Duncan Murdoch
Date: Friday, March 27, 2009 1:29 pm
Subject: Re: [R] about the Choleski factorization
To: 93354...@nccu.edu.tw
Cc: r-help
> On 3/27/2009 11:46 AM, 93354504 wrote:
> &g
edicine
Johns Hopkins University
Ph. (410) 502-2619
email: rvarad...@jhmi.edu
- Original Message -
From: 93354504 <93354...@nccu.edu.tw>
Date: Friday, March 27, 2009 11:58 am
Subject: [R] about the Choleski factorization
To: r-help
> Hi there,
>
> Given a positive definite sy
f Medicine
Johns Hopkins University
Ph. (410) 502-2619
email: rvarad...@jhmi.edu
- Original Message -
From: 93354504 <93354...@nccu.edu.tw>
Date: Friday, March 27, 2009 11:58 am
Subject: [R] about the Choleski factorization
To: r-help
> Hi there,
>
> Given a positi
On 3/27/2009 11:46 AM, 93354504 wrote:
Hi there,
Given a positive definite symmetric matrix, I can use chol(x) to obtain U where
U is upper triangular
and x=U'U. For example,
x=matrix(c(5,1,2,1,3,1,2,1,4),3,3)
U=chol(x)
U
# [,1] [,2] [,3]
#[1,] 2.236068 0.4472136 0.8944272
#
Hi there,
Given a positive definite symmetric matrix, I can use chol(x) to obtain U where
U is upper triangular
and x=U'U. For example,
x=matrix(c(5,1,2,1,3,1,2,1,4),3,3)
U=chol(x)
U
# [,1] [,2] [,3]
#[1,] 2.236068 0.4472136 0.8944272
#[2,] 0.00 1.6733201 0.3585686
#[3,] 0
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