chol.new: A Modified Cholesky Decomposition

Description Usage Arguments Details Value See Also

Description

Returned a matrix forming Cholesky Decomposition

Usage

1

Arguments

Q

a symmetric matrix, maybe non-positive.

Details

This is used internally as an extension of chol that works on a positive matrix.

Value

A mtrix M suth that XX^T=Q.

See Also

chol


catherinewang1/assist documentation built on June 16, 2019, 1:36 p.m.