cholesky_no_definite | R Documentation |
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).
cholesky_no_definite(G, tolerance = 1e-10)
G |
( |
tolerance |
( |
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