Re: chol() dimnames

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Subject: Re: chol() dimnames
From: Prof Brian Ripley (ripley@stats.ox.ac.uk)
Date: Tue 28 Sep 1999 - 01:37:57 EST


Message-Id: <199909271537.QAA15954@toucan.stats.ox.ac.uk>

> From: Peter Dalgaard BSA <p.dalgaard@biostat.ku.dk>
> Date: 27 Sep 1999 15:58:46 +0200
>
> There's a variation of Cholesky where you essentially just put a zero
> in the diagonal in case of singularity and proceed with the remainder
> of the matrix, but noone seems to implement that.

src/appl/uncmin has a choldc that is some variation of that sort.

-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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