pdfactor-class

If $\Sigma$ is a positive-definite matrix then any
  square matrix $L$ such that $\Sigma = L'L$ is said
  to be a square-root factor of $\Sigma$.  The <code>pdfactor</code>
  class is the class of such matrices.

classes

Classes and methods for numerical linear algebra
    using Lapack, LDL, TAUCS, Metis, and UMFPACK

Douglas Bates

Matrix

A Matrix package for R

pdfactor-class function

Objects can be created by calls of the form <code>new("pdfactor",
    ...)</code>.  More frequently they are created by coercing a <code>pdMat</code>
  or <code>pdmatrix</code> object to the <code>pdfactor</code> class.

Objects from the Class

Class <code>"matrix"</code>, from data part.
Class <code>"structure"</code>, by class "matrix".
Class <code>"array"</code>, by class "matrix".
Class <code>"vector"</code>, by class "matrix".

pdfactor-class: Factors of positive-definite matrices

Description

Arguments

Objects from the Class

Extends

See Also