R Under development (unstable) (2024-03-01 r86033 ucrt) -- "Unsuffered Consequences" Copyright (C) 2024 The R Foundation for Statistical Computing Platform: x86_64-w64-mingw32/x64 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > library(bdsmatrix) Attaching package: 'bdsmatrix' The following object is masked from 'package:base': backsolve > aeq <- function(x,y) all.equal(as.vector(x), as.vector(y)) > > tmat <- bdsmatrix(c(3,2,2,4), + c(22,1,2,21,3,20,19,4,18,17,5,16,15,6,7, 8,14,9,10,13,11,12), + matrix(c(1,0,1,1,0,0,1,1,0,1,0,10,0, + 0,1,1,0,1,1,0,1,1,0,1,0,10), ncol=2)) > dimnames(tmat) <- list(NULL, letters[1:13]) > > smat <- as.matrix(tmat) > > # Create a matrix that is symmetric, but not positive definite > # The first one, temp, has column 6 redundant with cols 1-5 > temp <- smat[c(1:5, 5:10), c(1:5, 5:10)] > ch1 <- gchol(temp) > aeq(diag(ch1)[6], 0) # Check that it has a zero in the proper place [1] TRUE > ginv <- solve(ch1) # see if I get a generalized inverse > aeq(temp %*% ginv %*% temp, temp) [1] TRUE > aeq(ginv %*% temp %*% ginv, ginv) [1] TRUE > > # Now create one that is negative definite > ch2 <- gchol(smat) > temp2 <- as.matrix(ch2) > temp3 <- diag(ch2) * rep(c(1, -1), length=nrow(smat)) > xmat <- temp2 %*% diag(temp3) %*% t(temp2) > xmat <- (xmat + t(xmat))/2 #work out round-off errors > ch3 <- gchol(xmat) > > aeq(diag(ch3), temp3) [1] TRUE > aeq(as.matrix(ch3), temp2) [1] TRUE > > proc.time() user system elapsed 0.28 0.04 0.31