choleskymatrix: Cholesky Decomposition

Description Usage Arguments Details Value See Also Examples

View source: R/cholesky.R

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
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(A <- matrix(c(5, 1, 2, 1, 9, 3, 2, 3, 7), 3))
(L <- choleskymatrix(A))
t(L) %*% L

cmna documentation built on May 19, 2017, 4:26 p.m.

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