cholesky_no_definite: Cholesky

View source: R/utils.R

cholesky_no_definiteR Documentation

Cholesky

Description

Compute the Cholesky factorization of a non-real symmetric positive-definite square matrix. (Taken from BMTME R package at https://github.com/frahik/BMTME/blob/master/R/cholesky.R).

Usage

cholesky_no_definite(G, tolerance = 1e-10)

Arguments

G

(numeric - matrix) an object to apply this method, it could be non positive-definite matrices.

tolerance

(double) Tolerance level, by default is 1e-10.


brandon-mosqueda/SKM documentation built on Feb. 8, 2025, 5:24 p.m.