f2L: Turns a factor of a PD matrix to a left-triangular factor

Description Usage Arguments Value See Also

View source: R/pdInd.R

Description

This function takes a factor of a positive-definite matrix ($V = A'A$ ) and returns the equivalent left-triangular factor ($V = L'L$).

Usage

1
f2L(A)

Arguments

A

a factor of a positive definite matrix $V$

Value

a right-triangular factor of the same $V$.

See Also

f2L


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