choleskymatrix: Cholesky Decomposition
In cmna: Computational Methods for Numerical Analysis
Description
Usage
Arguments
Details
Value
See Also
Examples
Description
Decompose a matrix into the Cholesky
Usage
1
Arguments
m
a matrix
Details
choleskymatrix decomposes the matrix m into the LU
decomposition, such that m == L
Value
the matrix L
See Also
Other linear:
detmatrix(),
gdls(),
invmatrix(),
iterativematrix,
lumatrix(),
refmatrix(),
rowops,
tridiagmatrix(),
vecnorm()
Examples
1
2
3
(A <- matrix(c(5, 1, 2, 1, 9, 3, 2, 3, 7), 3))
(L <- choleskymatrix(A))
t(L) %*% L
cmna documentation built on July 14, 2021, 5:11 p.m.
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.
Description Usage Arguments Details Value See Also Examples
Description
Decompose a matrix into the Cholesky
Usage
1 |
Arguments
m |
a matrix |
Details
choleskymatrix decomposes the matrix m into the LU
decomposition, such that m == L
Value
the matrix L
See Also
Other linear:
detmatrix(),
gdls(),
invmatrix(),
iterativematrix,
lumatrix(),
refmatrix(),
rowops,
tridiagmatrix(),
vecnorm()
Examples
1 2 3 | (A <- matrix(c(5, 1, 2, 1, 9, 3, 2, 3, 7), 3))
(L <- choleskymatrix(A))
t(L) %*% L
|
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.