LDL {aspline} | R Documentation |
Fast inplace LDL decomposition of symmetric band matrix of length k.
D |
Rotated row-wised matrix of dimensions n*k, with first column corresponding to the diagonal, the second to the first super-diagonal and so on. |
List with D as solution of our LDL decomposition.
n=10;
D0=1:10;
D1=exp(-c(1:9));
D=cbind(D0,c(D1,0))
sol=LDL(D)