cholesky: Cholesky

Description Usage Arguments

View source: R/cholesky.R

Description

Compute the Cholesky factorization of a non-real symmetric positive-definite square matrix.

Usage

1
cholesky(G, tolerance = 1e-10)

Arguments

G

(numeric - matrix) an object to apply this method, it could be non positive-definite matrices.

tolerance

(double) Tolerance level, by default is 1e-10.


BMTME documentation built on Aug. 27, 2020, 1:08 a.m.

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