Chol_Eigen: Cholesky decomposition of a symmetric matrix.

View source: R/RcppExports.R

Chol_EigenR 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 Sept. 19, 2022, 1:06 a.m.