| # File src/library/base/R/chol.R |
| # Part of the R package, https://www.R-project.org |
| # |
| # Copyright (C) 1995-2013 The R Core Team |
| # |
| # This program is free software; you can redistribute it and/or modify |
| # it under the terms of the GNU General Public License as published by |
| # the Free Software Foundation; either version 2 of the License, or |
| # (at your option) any later version. |
| # |
| # This program is distributed in the hope that it will be useful, |
| # but WITHOUT ANY WARRANTY; without even the implied warranty of |
| # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
| # GNU General Public License for more details. |
| # |
| # A copy of the GNU General Public License is available at |
| # https://www.R-project.org/Licenses/ |
| |
| chol <- function(x, ...) UseMethod("chol") |
| |
| chol.default <- function(x, pivot = FALSE, LINPACK = FALSE, tol = -1, ...) |
| { |
| if (is.complex(x)) |
| stop("complex matrices not permitted at present") |
| |
| .Internal(La_chol(as.matrix(x), pivot, tol)) |
| } |
| |
| chol2inv <- function(x, size = NCOL(x), LINPACK = FALSE) |
| .Internal(La_chol2inv(x, size)) |
| |