Learn R Programming

KFAS (version 0.9.11)

ldl: LDL Decomposition of a Matrix

Description

Function ldl computes the LDL decomposition of a symmetric matrix.

Usage

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.