LL_Cholesky: Generate Cholesky decomposition from Matrix class 'dsCMatrix'
In SparseChol: Sparse Matrix C++ Classes Including Sparse Cholesky LDL Decomposition of Symmetric Matrices
LL_Cholesky R Documentation
Generate Cholesky decomposition from Matrix class 'dsCMatrix'
Description
Generates the Cholesky decomposition L as A == LL^T from a
sparse matrix
Usage
LL_Cholesky(mat)
Arguments
mat
A matrix of class 'dsCMatrix'
Value
A matrix of class 'ddiMatrix'
SparseChol documentation built on April 3, 2025, 10:51 p.m.
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| LL_Cholesky | R Documentation |
Generate Cholesky decomposition from Matrix class 'dsCMatrix'
Description
Generates the Cholesky decomposition L as A == LL^T from a sparse matrix
Usage
LL_Cholesky(mat)
Arguments
mat |
A matrix of class 'dsCMatrix' |
Value
A matrix of class 'ddiMatrix'
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.
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