chol.HDF5Matrix

chol.HDF5Matrix

DECOMPOSITIONS

1 Description

Computes the lower-triangular Cholesky factor L such that A = L L’. The input matrix must be square and symmetric positive-definite.

2 Usage

chol.HDF5Matrix(...)

3 Arguments

Parameter	Description
`x`	An .
`full_matrix`	Logical. Return full symmetric matrix (L + L’). Default .
`overwrite`	Logical. Overwrite existing result. Default .
`threads`	Integer. OpenMP threads (-1 = auto).
`block_size`	Integer or NULL. Elements per block. NULL = auto.
`compression`	Integer (0-9) or NULL. gzip compression level for the result dataset. NULL uses the global option set by (default 6). Use to disable compression (faster for benchmarks).

4 Value

containing the Cholesky factor L.

5 Examples

\donttest{

tmp <- tempfile(fileext = ".h5")

X  <- hdf5_create_matrix(tmp, "data/X", data = matrix(rnorm(10000), 100, 100))

# Create a symmetric positive-definite matrix: A = t(X) %*% X
X  <- hdf5_matrix(tmp, "data/X")
AtA <- crossprod(X)              # HDF5Matrix, square SPD
L   <- chol(AtA)

hdf5_close_all()
unlink(tmp)

}

---
title: "chol.HDF5Matrix"
subtitle: "chol.HDF5Matrix"
---

<span class="category-badge decompositions">DECOMPOSITIONS</span>

## Description

Computes the lower-triangular Cholesky factor L such that A = L L'.
The input matrix must be square and symmetric positive-definite.

## Usage

```r
chol.HDF5Matrix(...)
```
## Arguments

::: {.param-table}
| Parameter | Description |
|-----------|-------------|
| `x` | An \code{HDF5Matrix}. |
| `full_matrix` | Logical. Return full symmetric matrix (L + L').   Default \code{FALSE}. |
| `overwrite` | Logical. Overwrite existing result.  Default \code{FALSE}. |
| `threads` | Integer. OpenMP threads (-1 = auto). |
| `block_size` | Integer or NULL. Elements per block.  NULL = auto. |
| `compression` | Integer (0-9) or NULL. gzip compression level for the   result dataset.  NULL uses the global option set by   \code{\link{hdf5matrix_options}} (default 6).  Use \code{0} to disable   compression (faster for benchmarks). |
:::

## Value

::: {.return-value}
\code{HDF5Matrix} containing the Cholesky factor L.

:::
## Examples
```{r}
#| eval: false
#| warning: false

\donttest{

tmp <- tempfile(fileext = ".h5")

X  <- hdf5_create_matrix(tmp, "data/X", data = matrix(rnorm(10000), 100, 100))

# Create a symmetric positive-definite matrix: A = t(X) %*% X
X  <- hdf5_matrix(tmp, "data/X")
AtA <- crossprod(X)              # HDF5Matrix, square SPD
L   <- chol(AtA)

hdf5_close_all()
unlink(tmp)

}

```