var_equation: Solution to variance equation using diagonalization of lower...

In gmonette/Tcells2: Fits Tcell dynamic models with mixed models and STAN

Description

Solution to variance equation using diagonalization of lower triangular matrix

Usage

var_equation(A, L)

Arguments

A,L	matrices for which to find solution to V = A +LVL'

Value

v where V = A +LVL' if a solution exists

Examples

A <- diag(3) + .1
A
L <- cbind( c(.8,.1,.1), c(0, .7, .1), c(0,0,.6))
L
V <- var_equation(A,L)
V
V - A - L%*% V %*% t(L)  #' should be machine 0

gmonette/Tcells2 documentation built on May 17, 2019, 7:25 a.m.