chol.rvar: Cholesky decomposition of random matrix

View source: R/rvar-math.R

chol.rvarR Documentation

Cholesky decomposition of random matrix

Description

Cholesky decomposition of an rvar containing a matrix.

Usage

## S3 method for class 'rvar'
chol(x, ...)

Arguments

x

(rvar) A 2-dimensional rvar.

...

Additional parameters passed on to chol.tensor()

Value

An rvar containing the upper triangular factor of the Cholesky decomposition, i.e., the matrix R such that R'R = x.


posterior documentation built on Nov. 2, 2023, 5:56 p.m.