choleskilm {optR}

Function fits linear model using Choleski Decomposition

Description

Function fits a linear model using Choleski Decomposition for positive definate matrix

Usage

choleskilm(A, b, tol = 1e-07)

Arguments

A

: Input matrix

b

: Response matrix

tol

: Tolerance

Value

U : Upper part of the triangele is (U) and Lower part of the triangular is L (Diagnoal for the L matrix is 1)

c : Lc=b (where Ux=c)

beta : Estimates

examples A<-matrix(c(6,-4,1, -4,6,-4,1,-4,6), nrow=3,ncol=3, byrow = TRUE) b<-matrix(c(-14,36, 6), nrow=3,ncol=1,byrow=TRUE) Z<-optR(A, b, method="choleski") # Solve Linear model using Gauss Elimination