Positive-Definite Matrix Classes

DESCRIPTION:

Standard classes of positive-definite matrix ( pdMat) structures available in the nlme3 library.

VALUE:

Available standard classes:
pdSymm
general positive-definite matrix, with no additional structure
pdDiag
diagonal matrix
pdIdent
multiple of an identity matrix
pdCompSymm
matrix with compound symmetry structure (constant diagonal and constant off-diagonal elements)
pdBlocked
block-diagonal matrix, with diagonal blocks of any "atomic" pdMat class
pdBand
banded positive-definite matrix
pdNatural
general positive-definite matrix in natural parametrization (i.e. parametrized in terms of standard deviations and correlations). The underlying coefficients are not unrestricted, so this class should NOT be used for optimization.
pdStrat
stratified positive-definite matrix

NOTE:

Users may define their own pdMat classes by specifying a constructor function, and at a minimum, methods for the functions pdConstruct, pdMatrix, and coef. For examples of these functions, see the methods for the pdSymm and pdDiag classes.

SEE ALSO:

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