Cholesky Factorization

Description

Cholesky factorization for distributed matrices with R-like syntax, with calculations performed by the PBLAS and ScaLAPACK libraries.

Usage

## S4 method for signature 'ddmatrix'
chol(x)

Arguments

Details

Extensions of R linear algebra functions.

Value

chol() performs Cholesky factorization.

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()

x <- ddmatrix(1:9, 3, bldim=2)

y <- solve(crossprod(x))
y

finalize()

## End(Not run)