On Jun 8, 2012, at 16:08 , Özgür Asar wrote: > Hi, > > Isn't the Cholesky decomposition of A=L (L)^T where T stands for "transpose" > and L is the Cholesky factor of A. > > You say you have the Cholesky decomposition, isn't it L (above)? > > A<-L%*%t(L) > det(A) > solve(A) > > would be your answer.
The standard trick is to work directly with L. This is triangular, so the determinant is the product of the diagonal, and the determinant of A is the square of that. Similarly, you can use backsolve to find the inverse of L and multiply it with its transpose for the inverse of A. > > Hope this helps > Ozgur > > > > -- > View this message in context: > http://r.789695.n4.nabble.com/Determinant-and-inverse-using-cholsky-parameter-tp4632769p4632808.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Peter Dalgaard, Professor Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Email: pd....@cbs.dk Priv: pda...@gmail.com ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
