MatDecomp {GeoModels}

Matrix decomposition

Description

Matrix decomposition.

Usage

MatDecomp(mtx, method)

Arguments

mtx

numeric; a square positive or semipositive definite matrix.

method

string; the type of matrix decomposition. Two possible choices: cholesky and svd.

Details

Decomposition of a square positive or positive semidefinite matrix.

Value

Return a matrix decomposition

Author(s)

Moreno Bevilacqua, [e-mail],https://sites.google.com/view/moreno-bevilacqua/home, Víctor Morales Oñate, [e-mail], https://sites.google.com/site/moralesonatevictor/, Christian", Caamaño-Carrillo, [e-mail],https://www.researchgate.net/profile/Christian-Caamano