comp_chol: Cholesky decomposition

View source: R/RcppExports.R

comp_cholR Documentation

Cholesky decomposition

Description

Cholesky decomposition

Usage

comp_chol(C, M)

Arguments

C

matrix to be filled out with the cholesky of M

M

symmetric positive definite matrix for which the upper triangle of the cholesky is to be computed

nugget

small positive constant to be added to the diagonal for numerical stability

Value

set C equal to the matrix square root of M


fintzij/stemr documentation built on March 25, 2022, 12:25 p.m.