ldl: LDL Decomposition of a Matrix

Description Usage Arguments

Description

Function ldl computes the LDL decomposition of a symmetric matrix.

Usage

1
  ldl(x, tol = .Machine$double.eps^0.5)

Arguments

x

Symmetrix matrix.

tol

Tolerance parameter for LDL decomposition, determines which diagonal values are counted as zero.


jrnold/KFAS documentation built on May 19, 2019, 11:55 p.m.

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