Matrix (version 1.2-1)

dpoMatrix-class: Positive Semi-definite Dense Numeric Matrices

Description

The "dpoMatrix" class is the class of positive-semidefinite symmetric matrices in nonpacked storage. The "dppMatrix" class is the same except in packed storage. Only the upper triangle or the lower triangle is required to be available.

The "corMatrix" class extends "dpoMatrix" with a slot sd.

Objects from the Class

Objects can be created by calls of the form new("dpoMatrix", ...) or from crossprod applied to an "dgeMatrix" object.

Extends

Class "dsyMatrix", directly. Classes "dgeMatrix", "symmetricMatrix", and many more by class "dsyMatrix".

See Also

Classes dsyMatrix and dgeMatrix; further, Matrix, rcond, chol, solve, crossprod.

Examples

h6 <- Hilbert(6)
rcond(h6)
str(h6)
h6 * 27720 # is ``integer''
solve(h6)
str(hp6 <- as(h6, "dppMatrix"))

### Note that  as(*, "corMatrix")  *scales* the matrix
(ch6 <- as(h6, "corMatrix"))
stopifnot(all.equal(h6 * 27720, round(27720 * h6), tolerance = 1e-14),
          all.equal(ch6@sd^(-2), 2*(1:6)-1, tolerance= 1e-12))
chch <- chol(ch6)
stopifnot(identical(chch, ch6@factors$Cholesky),
          all(abs(crossprod(chch) - ch6) < 1e-10))