det {spam} | R Documentation |
det
and determinant
calculate the determinant of a
positive definite sparse matrix. determinant
returns separately the
modulus of the determinant, optionally on the logarithm scale, and
the sign of the determinant.
# det(x, ...) determinant(x, logarithm = TRUE, ...)
x |
sparse matrix of class spam or a Cholesky factor of
class spam.chol.NgPeyton . |
logarithm |
logical; if TRUE (default) return the logarithm of the
modulus of the determinant. |
... |
Optional arguments. Examples include method argument
and additional parameters used by the method. |
If the matrix is not positive definite, the function issues a
warning and returns NA
.
The determinant is based on the product of the diagonal entries of a
Cholesky factor, i.e. internally, a Cholesky decomposition is
performed. By default, the NgPeyton algorithm with minimal degree
ordering us used. To change the methods or supply additonal parameters
to the Cholesky factorization function, see the help for chol
.
The determinant of a Cholesky factor is also defined.
For det
, the determinant of x
. For determinant
, a list with
components
modulus |
a numeric value. The modulus (absolute value) of the
determinant if logarithm is FALSE ; otherwise the
logarithm of the modulus. |
sign |
integer; either +1 or -1 according to whether the determinant is positive or negative. |
Reinhard Furrer
Ng, E. G. and B. W. Peyton (1993) Block sparse Cholesky algorithms on advanced uniprocessor computers, SIAM J. Sci. Comput., 14, 1034–1056.
x <- spam( c(4,3,0,3,5,1,0,1,4),3) det( x) determinant( x) det( chol( x))