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Edit File: updown.html
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd"><html xmlns="http://www.w3.org/1999/xhtml"><head><title>R: Up- and Down-Dating a Cholesky Decomposition</title> <meta http-equiv="Content-Type" content="text/html; charset=utf-8" /> <link rel="stylesheet" type="text/css" href="R.css" /> </head><body> <table width="100%" summary="page for updown {Matrix}"><tr><td>updown {Matrix}</td><td style="text-align: right;">R Documentation</td></tr></table> <h2>Up- and Down-Dating a Cholesky Decomposition</h2> <h3>Description</h3> <p>Compute the up- or down-dated Cholesky decomposition </p> <h3>Usage</h3> <pre> updown(update, C, L) </pre> <h3>Arguments</h3> <table summary="R argblock"> <tr valign="top"><td><code>update</code></td> <td> <p>logical (<code>TRUE</code> or <code>FALSE</code>) or <code>"+"</code> or <code>"-"</code> indicating if an up- or a down-date is to be computed.</p> </td></tr> <tr valign="top"><td><code>C</code></td> <td> <p>any <span style="font-family: Courier New, Courier; color: #666666;"><b>R</b></span> object, coercable to a sparse matrix (i.e., of subclass of <code><a href="sparseMatrix-class.html">sparseMatrix</a></code>).</p> </td></tr> <tr valign="top"><td><code>L</code></td> <td> <p>a Cholesky factor, specifically, of class <code>"<a href="CHMfactor-class.html">CHMfactor</a>"</code>.</p> </td></tr> </table> <h3>Value</h3> <p>an updated Cholesky factor, of the same dimension as <code>L</code>. Typically of class <code>"<a href="CHMfactor-class.html">dCHMsimpl</a>"</code> (a sub class of <code>"<a href="CHMfactor-class.html">CHMfactor</a>"</code>). </p> <h3>Methods</h3> <dl> <dt><code>signature(update = "character", C = "mMatrix", L = "CHMfactor")</code></dt><dd><p>..</p> </dd> <dt><code>signature(update = "logical", C = "mMatrix", L = "CHMfactor")</code></dt><dd><p> .. </p> </dd> </dl> <h3>Author(s)</h3> <p>Contributed by Nicholas Nagle, University of Tennessee, Knoxville, USA</p> <h3>References</h3> <p>CHOLMOD manual, currently beginning of chapter~18. ... </p> <h3>See Also</h3> <p><code><a href="Cholesky.html">Cholesky</a></code>, </p> <h3>Examples</h3> <pre> dn <- list(LETTERS[1:3], letters[1:5]) ## pointer vectors can be used, and the (i,x) slots are sorted if necessary: m <- sparseMatrix(i = c(3,1, 3:2, 2:1), p= c(0:2, 4,4,6), x = 1:6, dimnames = dn) cA <- Cholesky(A <- crossprod(m) + Diagonal(5)) 166 * as(cA,"Matrix") ^ 2 uc1 <- updown("+", Diagonal(5), cA) ## Hmm: this loses positive definiteness: uc2 <- updown("-", 2*Diagonal(5), cA) image(show(as(cA, "Matrix"))) image(show(c2 <- as(uc2,"Matrix")))# severely negative entries ##--> Warning </pre> <hr /><div style="text-align: center;">[Package <em>Matrix</em> version 1.2-17 <a href="00Index.html">Index</a>]</div> </body></html>