This function is similar to
base::chol, but it returns the lower root and possibly remove unnecessary columns.
A positive semidefinite matrix.
This function calls
base::chol with pivoting and returns the lower root. In the case of less than full rank
x, unnecessary columns are removed.
tcrossprod(cholRoot(x)) will reproduce
x (up to numerical errors).
A numeric matrix, not necessarily a square matrix.
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