Standard classes of positive-definite matrices (
structures available in the
Available standard classes:
general positive-definite matrix, with no additional structure
general positive-definite matrix, with no additional structure, using a log-Cholesky parameterization
multiple of an identity
compound symmetry structure (constant diagonal and constant off-diagonal elements)
block-diagonal matrix, with diagonal blocks of any
general positive-definite matrix in natural parametrization (i.e. parametrized in terms of standard deviations and correlations). The underlying coefficients are not unrestricted, so this class should NOT be used for optimization.
Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer.