chol.new: A Modified Cholesky Decomposition

View source: R/assist.R

chol.newR Documentation

A Modified Cholesky Decomposition

Description

Returned a matrix forming Cholesky Decomposition

Usage

chol.new(Q)

Arguments

Q

a symmetric matrix, maybe non-positive.

Details

This is used internally as an extension of chol that works on a positive matrix.

Value

A mtrix M suth that XX^T=Q.

See Also

chol


assist documentation built on Aug. 22, 2023, 9:12 a.m.

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