chol2symm | R Documentation |
Evaluate t(x) \%*\% x
efficiently, where x
is the
(upper-triangular) Cholesky factor of a symmetric, positive definite square
matrix. I.e. it is the inverse of chol
.
chol2symm(x)
x |
a square, upper triangular matrix representing the Cholesky factor of a symmetric, positive definite square matrix |
# a symmetric, positive definite square matrix y <- rWishart(1, 4, diag(3))[, , 1] u <- chol(y) identical(y, chol2symm(u)) identical(chol2symm(u), t(u) %*% u) ## Not run: u_greta <- cholesky_variable(3) y_greta <- chol2symm(u) ## End(Not run)
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