Get the upper factor of the upper Cholesky decomposition of a symmetric positive definite matrix.
uchol(m)Matrix to factorize.
A p*p upper triangular matrix.
The upper factor U such that m = U %*% t(U). U is equal to the
transpose with respect to the anti-diagonal of the standard Cholesky factor
L in m_rev = L %*% t(L), where m_rev is the matrix resulting from
reverting the order of rows and columns in m (see C<U+00F3>rdoba et al., 2019,
Section 2.2 for more details). The function uses the base chol method.
C<U+00F3>rdoba I., Varando G., Bielza C., Larra<U+00F1>aga P., Generating random Gaussian graphical models, arXiv:1909.01062, 2019.