ltdl | R Documentation |
This function decomposes matrix V
into V=L'DL
, where L
is a lower triangular matrix with unit diagonal and D
is a diagonal matrix with non-negative terms.
ltdl(A)
A |
symmetric positive-definite |
list
of
$L |
|
$D |
|
de Jonge, P., Tiberius, C., 1996, The LAMBDA Method for Integer Ambiguity Estimation: Implementation Aspects, Universiteitsdrukkerij TU Delft.
A <- matrix(c(5,1,1,3),2,2)
V <- ltdl(A)
V$L
V$D
t(V$L) %*% V$D %*% V$L
A
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