Chol_Eigen: Cholesky decomposition of a symmetric matrix.
In RobustCalibration: Robust Calibration of Imperfect Mathematical Models
Chol_Eigen R Documentation
Cholesky decomposition of a symmetric matrix.
Description
This function provides a faster Cholesky decomposition of a symmetric matrix using the Eigen package.
Usage
Chol_Eigen(R)
Arguments
R
R is a symmetric matrix.
Value
lower triangular matrix of Cholesky decomposition
Author(s)
Mengyang Gu [aut, cre]
Maintainer: Mengyang Gu <mengyang@pstat.ucsb.edu>
RobustCalibration documentation built on June 22, 2024, 10:37 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| Chol_Eigen | R Documentation |
Cholesky decomposition of a symmetric matrix.
Description
This function provides a faster Cholesky decomposition of a symmetric matrix using the Eigen package.
Usage
Chol_Eigen(R)
Arguments
R |
R is a symmetric matrix. |
Value
lower triangular matrix of Cholesky decomposition
Author(s)
Mengyang Gu [aut, cre]
Maintainer: Mengyang Gu <mengyang@pstat.ucsb.edu>
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.