BMTME (version 1.0.19)

cholesky: Cholesky

Description

Compute the Cholesky factorization of a non-real symmetric positive-definite square matrix.

Usage

cholesky(G, tolerance = 1e-10)

Arguments

G

(numeric - matrix) an object to apply this method, it could be non positive-definite matrices.

tolerance

(double) Tolerance level, by default is 1e-10.