Extract Matrix or Square-Root Factor from a pdMat Object
DESCRIPTION:
The positive-definite matrix represented by
object, or a
square-root factor of it is obtained. Letting S denote a
positive-definite matrix, a square-root factor of S is
any square matrix L such that S =
L'L. This function extracts S or L.
USAGE:
pdMatrix(object, fact, ...)
REQUIRED ARGUMENTS:
object
an object inheriting from class
pdMat, representing
a positive definite matrix.
OPTIONAL ARGUMENTS:
fact
an optional logical value. If
TRUE, a square-root
factor of the positive-definite matrix represented by
object
is returned; else, if
FALSE, the positive-definite matrix is
returned. Defaults to
FALSE.
...
some methods for the generic function may require
additional arguments.
VALUE:
if
fact is
FALSE the positive-definite matrix
represented by
object is returned; else a square-root of the
positive-definite matrix is returned.