Compute Choleski factorization of a Matrix in R Programming – chol() Function
chol() function in R Language is used to compute the Choleski factorization of a real symmetric positive-definite square matrix.
Syntax: chol(x, …)
Parameters:
x: an object for which a method exists. The default method applies to real symmetric, positive-definite matrices
Example 1:
R
# R program to illustrate # chol function # Initializing a matrix with # 2 rows and 2 columns x <- matrix ( c (8, 1, 1, 4), 2, 2) # Getting the matrix representation x # Calling the chol() function y <- chol (x) # Getting the Choleski factorization # of the specified matrix y |
Output:
[, 1] [, 2] [1, ] 8 1 [2, ] 1 4 [, 1] [, 2] [1, ] 2.828427 0.3535534 [2, ] 0.000000 1.9685020
Example 2:
R
# R program to illustrate # chol function # Initializing a matrix with # 2 rows and 2 columns x <- matrix ( c (1, 2, 3, 4), 2, 2) # Getting the matrix representation x # Calling the chol() function y <- chol (x) # Getting the Choleski factorization # of the specified matrix y |
Output:
[, 1] [, 2] [1, ] 1 3 [2, ] 2 4 Error in chol.default(x) : the leading minor of order 2 is not positive definite Calls: chol -> chol.default Execution halted