linCholSolver: Solve System of Equations w/ Cholesky
In dhelkey/dgrank: Construct Draper-Gittoes Rankings of Institutions
Description
linCholSolver solves Ax = y for x.
It is first required to take the Cholesky decomposition,
obtaining A = t(R)
Results should be checked against a known solver, as this function optimizes for speed.
Usage
1
linCholSolver(R, y)
Arguments
R
- Upper triangular matrix of dimension <n x p>; Cholesky decomposition of A.
y
- Vector of length n.
dhelkey/dgrank documentation built on May 12, 2019, 5:24 p.m.
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Description
linCholSolver solves Ax = y for x.
It is first required to take the Cholesky decomposition,
obtaining A = t(R)
Results should be checked against a known solver, as this function optimizes for speed.
Usage
1 | linCholSolver(R, y)
|
Arguments
R |
- Upper triangular matrix of dimension <n x p>; Cholesky decomposition of A. |
y |
- Vector of length n. |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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