chol

chol,float32-method

<p>Cholesky factorization for a float vector/matrix.</p>

R comes with a suite of utilities for linear algebra with "numeric"
(double precision) vectors/matrices. However, sometimes single precision (or
less!) is more than enough for a particular task.  This package extends R's
linear algebra facilities to include 32-bit float (single precision) data.
Float vectors/matrices have half the precision of their "numeric"-type
counterparts but are generally faster to numerically operate on, for a
performance vs accuracy trade-off.  The internal representation is an S4
class, which allows us to keep the syntax identical to that of base R's.
Interaction between floats and base types for binary operators is generally
possible; in these cases, type promotion always defaults to the higher
precision.  The package ships with copies of the single precision 'BLAS' and
'LAPACK', which are automatically built in the event they are not available
on the system.

chol: chol

Description

Usage

Arguments

Value

Examples