Flury and Gautschi algorithms
![[R logo]](../../../doc/html/Rlogo.svg)
![[Up]](../../../doc/html/left.jpg)
![[Top]](../../../doc/html/up.jpg)
Documentation for package ‘FGalgorithm’ version 1.0
Help Pages
| FGalgorithm-package | Execute the Flury and Gautschi diagonalisation algorithm, which tries to simultaneously diagonalize a set of symmetric positive definite matrices. |
| FGalgorithm | Flury and Gautschi algorithms |