cholesky_decompose: The Cholesky Decomposition
In markjrieke/riekelib: A collection of personal functions
cholesky_decompose R Documentation
The Cholesky Decomposition
Description
Compute the Cholesky factorization of a real, symmetric,
positive-definite square matrix. Returns the lower-left triangular matrix
to match Stan's version. This function is simply an opinionated wrapper of
the base R function, chol().
Usage
cholesky_decompose(x, ...)
Arguments
x
A symmetric, positive-definite square matrix.
...
Additional parameters to pass to chol().
Value
A lower-triangular square matrix the same size as x.
Examples
x <- matrix(c(2, 1, 1, 2), nrow = 2)
cholesky_decompose(x)
markjrieke/riekelib documentation built on Dec. 20, 2024, 4:57 a.m.
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| cholesky_decompose | R Documentation |
The Cholesky Decomposition
Description
Compute the Cholesky factorization of a real, symmetric,
positive-definite square matrix. Returns the lower-left triangular matrix
to match Stan's version. This function is simply an opinionated wrapper of
the base R function, chol().
Usage
cholesky_decompose(x, ...)
Arguments
x |
A symmetric, positive-definite square matrix. |
... |
Additional parameters to pass to |
Value
A lower-triangular square matrix the same size as x.
Examples
x <- matrix(c(2, 1, 1, 2), nrow = 2)
cholesky_decompose(x)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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