Cholesky Decomposition

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

Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker.