Symmetrize an upper triangular matrix by copying the upper triangular elements into the lower triangular places
symmetrize(a)
Upper triangular matrix to be symmetrized
Also works for lower triangular matrices
# NOT RUN { jj <- matrix(rnorm(50),10,5) X <- crossprod(jj,jj) # X has a Wishart distribution (and in # particular is positive definite) chol(X) symmetrize(chol(X)) # }
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