| LL_Cholesky {SparseChol} | R Documentation |
Generate Cholesky decomposition from Matrix class 'dsCMatrix'
Description
Generates the Cholesky decomposition L as A == LL^T from a sparse matrix
Usage
LL_Cholesky(mat)
Arguments
mat |
A matrix of class 'dsCMatrix' |
Value
A matrix of class 'ddiMatrix'
[Package SparseChol version 0.3.1 Index]