chol.new: A Modified Cholesky Decomposition
In assist: A Suite of R Functions Implementing Spline Smoothing Techniques
chol.new R 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
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| chol.new | R 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
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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