dynr.ldl: LDL Decomposition for Matrices

Description Usage Arguments


LDL Decomposition for Matrices





a numeric matrix

This is a wrapper function around the chol function. The goal is to factor a square, symmetric, positive (semi-)definite matrix into the product of a lower triangular matrix, a diagonal matrix, and the transpose of the lower triangular matrix. The value returned is a lower triangular matrix with the elements of D on the diagonal.

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