LDL | R Documentation |
Fast inplace LDL decomposition of symmetric band matrix of length k.
D |
Rotated row-wised matrix of dimensions n*k, with first column corresponding to the diagonal, the second to the first super-diagonal and so on. |
List with D as solution of our LDL decomposition.
n=10; D0=1:10; D1=exp(-c(1:9)); D=cbind(D0,c(D1,0)) sol=LDL(D)
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