chol: A complete Cholesky factorization

View source: R/cholesky.R

cholR Documentation

A complete Cholesky factorization

Description

The function computes Cholesky factor as a lower triangular matrix.

Usage

chol(A)

Arguments

A

A symmetric positive definite matrix to be factored. No default value.

Examples

A = matrix(c(1,-1,-1,1), ncol=2)
L = chol(A)

abylayzhumekenov/lanczos documentation built on April 27, 2022, 9:54 a.m.