ldlt: Computes LDL' Matrix Decomposition.
In dynmix: Estimation of Dynamic Finite Mixtures
ldlt R Documentation
Computes LDL' Matrix Decomposition.
Description
This function decomposes matrix V into V=LDL', where L is a lower triangular matrix with unit diagonal and D is a diagonal matrix with non-negative terms.
Usage
ldlt(A)
Arguments
A
symmetric positive-definite matrix
Value
list of
$L
matrix L
$D
matrix D
References
Zhuang, X., 2020, Lecture Notes in Numerical Analysis (MATH 381), University of Alberta.
Examples
A <- matrix(c(5,1,1,3),2,2)
V <- ldlt(A)
V$L
V$D
V$L %*% V$D %*% t(V$L)
A
dynmix documentation built on June 8, 2025, 10:44 a.m.
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| ldlt | R Documentation |
Computes LDL' Matrix Decomposition.
Description
This function decomposes matrix V into V=LDL', where L is a lower triangular matrix with unit diagonal and D is a diagonal matrix with non-negative terms.
Usage
ldlt(A)
Arguments
A |
symmetric positive-definite |
Value
list of
$L |
|
$D |
|
References
Zhuang, X., 2020, Lecture Notes in Numerical Analysis (MATH 381), University of Alberta.
Examples
A <- matrix(c(5,1,1,3),2,2)
V <- ldlt(A)
V$L
V$D
V$L %*% V$D %*% t(V$L)
A
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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