chol() dimnames
Douglas Bates <bates@stat.wisc.edu> writes:
I believe there is a pivoting option available for the Linpack dchdc routine but not for the dpodc routine. (My copy of the manual is at the office so I can't check this.) That pivoting is similar to the pivoting in dqrdc - you specify which columns (and the corresponding rows in the case of dchdc) are available to be re-ordered and it re-orders everything in the optimal ordering. This doesn't work well for model matrices or quantities derived from model matrices where you want to keep the columns associated with the same terms adjacent if possible.
Exactly, dchdc was the one I had been thinking of too. I don't really see the problem in the reordering, though. Just put things back in order afterwards? However, the column locking feature doesn't seem too useful to me.
Notice that in your example the diagonal elements of the decomposition are strictly decreasing after pivoting. That is what I mean by the optimal ordering.
Yup. Although there are some obvious scaling issues that makes the optimality a bit dubious (such as when you change the units on a regressor from uM to M). 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.
O__ ---- Peter Dalgaard Blegdamsvej 3 c/ /'_ --- Dept. of Biostatistics 2200 Cph. N (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk) FAX: (+45) 35327907 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._