cholesky: Efficient Cholesky decomposition
In hdtg: Generate Samples from Multivariate Truncated Normal Distributions
cholesky R Documentation
Efficient Cholesky decomposition
Description
Compute Cholesky decomposition of a matrix.
Usage
cholesky(A)
Arguments
A
matrix to decompose
Value
upper triangular matrix R such that A = U'U.
See Also
harmonicHMC()
Examples
# Larger example
set.seed(123)
B <- matrix(rnorm(16), 4, 4)
B <- t(B) %*% B # Make symmetric positive definite
U <- cholesky(B)
U
# Verify decomposition
all.equal(B, t(U) %*% U)
hdtg documentation built on Feb. 11, 2026, 5:07 p.m.
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| cholesky | R Documentation |
Efficient Cholesky decomposition
Description
Compute Cholesky decomposition of a matrix.
Usage
cholesky(A)
Arguments
A |
matrix to decompose |
Value
upper triangular matrix R such that A = U'U.
See Also
harmonicHMC()
Examples
# Larger example
set.seed(123)
B <- matrix(rnorm(16), 4, 4)
B <- t(B) %*% B # Make symmetric positive definite
U <- cholesky(B)
U
# Verify decomposition
all.equal(B, t(U) %*% U)
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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