aspline (version 0.2.0)

LDL: LDL

Description

Fast inplace LDL decomposition of symmetric band matrix of length k.

Arguments

D

Rotated row-wised matrix of dimensions n*k, with first column corresponding to the diagonal, the second to the first super-diagonal and so on.

Value

List with D as solution of our LDL decomposition.

Examples

# NOT RUN {
n=10;
D0=1:10;
D1=exp(-c(1:9));
D=cbind(D0,c(D1,0))
sol=LDL(D)
# }