chol.vclMatrix {gpuR}

Cholesky Decomposition of a gpuR matrix

Description

Compute the Choleski factorization of a real symmetric positive-definite square matrix.

Usage

## S3 method for class 'vclMatrix'
chol(x, ...)

## S3 method for class 'gpuMatrix'
chol(x, ...)

Arguments

x

A symmetric, positive-definite gpuR matrix object.

...

arguments to be passed to or from methods

Value

Default - the upper triangular factor of the Choleski decomposition, i.e. the matrix R such that R'R = x.

Note

This an S3 generic of chol. The default continues to point to the default base function.

No pivoting is used.

The argument upper is additionally accepted representing a boolean which will indicate if the upper or lower (FALSE) triangle should be solved.

Author(s)

Charles Determan Jr.

See Also

chol