Description Usage Arguments Value Examples

Creates the lower Cholesky decomposition of a tridiagonal matrix. The decomposition will be a sparse lower triangular matrix with non-zero elements only on the main diagonal and the diagonal below it.

1 |

`Q` |
A square tridiagonal matrix. |

A sparse square matrix with the same size as the input matrix.

1 2 3 4 5 6 | ```
library(Matrix)
times <- c(1, 4:5, 7)
rho <- 0.5
sigma <- 1
Q <- ar1_prec_irregular(times, rho, sigma)
chol_tridiag_upper(Q)
``` |

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