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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.