Dear Kolluru
For a real symmetric positive-definite square matrix you can use
chol (see ?chol) in the base package.
help.search(cholesky) gives some more alternatives:
chol.new(assist)A Modified Cholesky Decomposition
chol.reduce(kernlab)Incomplete Cholesky decomposition
gchol(kinship) Generalized Cholesky decompostion
solve.bdsmatrix(kinship)
Solve a matrix equation using the generalized
Cholesky decompostion
solve.gchol(kinship)Solve a matrix equation using the generalized
Cholesky decompostion
Cholesky-class(Matrix)
Cholesky decompositions
sscChol-class(Matrix) Cholesky decompositions of sscMatrix objects
chol(base) The Choleski Decomposition
chol2inv(base) Inverse from Choleski Decomposition
Hope there is something for you.
Christoph
--
Christoph Buser [EMAIL PROTECTED]
Seminar fuer Statistik, LEO C11
ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND
phone: x-41-1-632-5414 fax: 632-1228
http://stat.ethz.ch/~buser/
kolluru ramesh writes:
Can we do Cholesky Decompositon in R for any matrix
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