Chol_Eigen

This function provides a faster Cholesky decomposition of a symmetric matrix using the Eigen package.

internal

Implements full Bayesian analysis for calibrating mathematical models with new methodology for modeling the discrepancy function. It allows for emulation, calibration and prediction using complex mathematical model outputs and experimental data. See the reference: Mengyang Gu and Long Wang (2018) <arXiv:1707.08215>, Mengyang Gu, Fangzheng Xie and Long Wang (2021) <arXiv:1807.03829>, Mengyang Gu, Kyle Anderson and Erika McPhillips (2021) <arXiv:1810.11664>.

Mengyang Gu

RobustCalibration

Robust Calibration of Imperfect Mathematical Models

Chol_Eigen function

<dl> <dt>R</dt>
<dd>
R is a symmetric matrix.</dd></dl>

Arguments

tools:::Rd_package_author("RobustCalibration")
Maintainer: tools:::Rd_package_maintainer("RobustCalibration")

Author


Cholesky decomposition of a symmetric matrix. — Chol_Eigen

<dl>

 <dt>R</dt>
<dd>
R is a symmetric matrix.</dd>

</dl>

Chol_Eigen: Cholesky decomposition of a symmetric matrix.

Description

Usage

Value

Arguments

Author