icc {cPCG} | R Documentation |
Incomplete Cholesky factorization method to generate preconditioning matrix for conjugate gradient method.
icc(A)
A |
matrix, symmetric and positive definite. |
Performs incomplete Cholesky factorization on the input matrix A, the output matrix is used for preconditioning in pcgsolve() if "ICC" is specified as the preconditioner.
Returns a matrix after incomplete Cholesky factorization.
Users need to check that input matrix A is symmetric and positive definite before applying the function.
## Not run: test_A <- matrix(c(4,1,1,3), ncol = 2) out <- icc(test_A) ## End(Not run)