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 |
logarithm |
logical; if |
... |
Optional arguments. Examples include |
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 |
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))