dpotrf {bigalgebra}  R Documentation 
DPOTRF computes the Cholesky factorization of a real symmetric positive definite matrix A.
The factorization has the form
U**T * U, if UPLO = 'U', or
L * L**T, if UPLO = 'L',
where U is an upper triangular matrix and L is lower triangular.
This is the block version of the algorithm, calling Level 3 BLAS.
dpotrf(UPLO = "U", N = NULL, A, LDA = NULL)
UPLO 
a character.

N 
an integer. The order of the matrix A. N >= 0. 
A 
a big.matrix, dimension (LDA,N). 
LDA 
an integer. Dimension of the array A. LDA >= max(1,N). 
updates the big matrix A with the result, INFO is an integer
successful exit
if INFO = i, the ith argument had an illegal value
if INFO = i, the leading minor of order i is not positive definite, and the factorization could not be completed.
Terms laying out of the computed triangle should be discarded.
set.seed(4669)
A = matrix(rnorm(16),4)
B = as.big.matrix(A %*% t(A))
C = A %*% t(A)
chol(C)
dpotrf(UPLO='U', N=4, A=B, LDA=4)
D < B[,]
D[lower.tri(D)]<0
D
Dchol(C)
t(D)%*%DC
#' # The big.matrix file backings will be deleted when garbage collected.
rm(A,B,C,D)
gc()