f2L: Turns a factor of a PD matrix to a left-triangular factor
In gmonette/spida2: Collection of tools developed for the Summer Programme in Data Analysis 2000-2012
f2L R Documentation
Turns a factor of a PD matrix to a left-triangular factor
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
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/spida2 documentation built on Aug. 11, 2024, 7:52 p.m.
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| f2L | R Documentation |
Turns a factor of a PD matrix to a left-triangular factor
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
f2L(A)
Arguments
A |
a factor of a positive definite matrix $V$ |
Value
a right-triangular factor of the same $V$.
See Also
f2L
R Package Documentation
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