R語言 chol()用法及代碼示例

R 語言中的 chol() 函數用於計算實對稱 positive-definite 方陣的 Choleski 分解。

用法： chol(x, …)
參數： 
x: an object for which a method exists. The default method applies to real symmetric, positive-definite matrices

範例1：

Python3


# 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

輸出：

     [, 1] [, 2]
[1, ]    8    1
[2, ]    1    4

         [, 1]      [, 2]
[1, ] 2.828427 0.3535534
[2, ] 0.000000 1.9685020

範例2：

Python3


# 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

輸出：

     [, 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

相關用法

注：本文由純淨天空篩選整理自Kanchan_Ray大神的英文原創作品 Compute Choleski factorization of a Matrix in R Programming – chol() Function。非經特殊聲明，原始代碼版權歸原作者所有，本譯文未經允許或授權，請勿轉載或複製。