tests/chol2inv.r

suppressPackageStartupMessages(library(float))
set.seed(1234)

tol = 1e-6

x = crossprod(matrix(stats::rnorm(30), 10))
xs = fl(x)


test = dbl(chol2inv(chol(xs)))
truth = chol2inv(chol(x))
stopifnot(all.equal(test, truth, tol=tol))

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float documentation built on Feb. 16, 2023, 6:43 p.m.