# chol() dimnames

**Peter Dalgaard BSA
**
p.dalgaard@biostat.ku.dk

*27 Sep 1999 15:58:46 +0200*

Douglas Bates <bates@stat.wisc.edu> writes:
>* I believe there is a pivoting option available for the Linpack dchdc
*>* routine but not for the dpodc routine. (My copy of the manual is at
*>* the office so I can't check this.) That pivoting is similar to the
*>* pivoting in dqrdc - you specify which columns (and the corresponding
*>* rows in the case of dchdc) are available to be re-ordered and it
*>* re-orders everything in the optimal ordering. This doesn't work well
*>* for model matrices or quantities derived from model matrices where you
*>* want to keep the columns associated with the same terms adjacent if
*>* possible.
*
Exactly, dchdc was the one I had been thinking of too. I don't really
see the problem in the reordering, though. Just put things back in
order afterwards? However, the column locking feature doesn't seem too
useful to me.
>*
*>* Notice that in your example the diagonal elements of the decomposition
*>* are strictly decreasing after pivoting. That is what I mean by the
*>* optimal ordering.
*
Yup. Although there are some obvious scaling issues that makes the
optimality a bit dubious (such as when you change the units on a
regressor from uM to M).
There's a variation of Cholesky where you essentially just put a zero
in the diagonal in case of singularity and proceed with the remainder
of the matrix, but noone seems to implement that.
--
O__ ---- Peter Dalgaard Blegdamsvej 3
c/ /'_ --- Dept. of Biostatistics 2200 Cph. N
(*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk) FAX: (+45) 35327907
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