Chol_Eigen: Cholesky decomposition of a symmetric matrix.

Description Usage Arguments Value Author(s)

Description

This function provides a faster Cholesky decomposition of a symmetric matrix using the Eigen package.

Usage

1

Arguments

R

R is a symmetric matrix.

Value

lower triangular matrix of Cholesky decomposition

Author(s)

Mengyang Gu [aut, cre]

Maintainer: Mengyang Gu <mgu6@jhu.edu>


RobustCalibration documentation built on May 2, 2019, 9:36 a.m.