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.
hdtg documentation built on Aug. 7, 2022, 1:06 a.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.
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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