assist (version 2.0)

chol.new: A Modified Cholesky Decomposition

Description

Returned a matrix forming Cholesky Decomposition

Usage

chol.new(Q)

Arguments

Q

a symmetric matrix, maybe non-positive.

Value

• A mtrix M suth that $XX^T=Q$.

Details

This is used internally as an extension of chol that works on a positive matrix.

See Also

chol