Inverse from Choleski (or QR) Decomposition

Description

qr() takes the QR decomposition.

Usage

## S4 method for signature 'ddmatrix'
chol2inv(x, size = NCOL(x))

Arguments

Details

The function returns the inverse of a choleski factored matrix, or the inverse of crossprod(x) if qr.R(qr(x)) is passed.

Value

A numeric distributed matrix.

Methods

list("signature(x = \"ddmatrix\")")

list("signature(x = \"ANY\")")

Examples

## Not run: 
# Save code in a file "demo.r" and run with 2 processors by
# > mpiexec -np 2 Rscript demo.r

library(pbdDMAT, quiet = TRUE)
init.grid()

comm.set.seed(diff=T)
x <- ddmatrix("rnorm", 3, 3, bldim=2)

R <- qr.R(qr(x))
xtx.inv <- chol2inv(R)

id <- as.matrix(xtx.inv %*% crossprod(x))

comm.print(id)

finalize()

## End(Not run)