cmna (version 1.0.5)

choleskymatrix: Cholesky Decomposition

Description

Decompose a matrix into the Cholesky

Usage

choleskymatrix(m)

Arguments

m

a matrix

Value

the matrix L

Details

choleskymatrix decomposes the matrix m into the LU decomposition, such that m == L

See Also

Other linear: detmatrix(), gdls(), invmatrix(), iterativematrix, lumatrix(), refmatrix(), rowops, tridiagmatrix(), vecnorm()

Examples

# NOT RUN {
(A <- matrix(c(5, 1, 2, 1, 9, 3, 2, 3, 7), 3))
(L <- choleskymatrix(A))
t(L) %*% L

# }