chol.new {assist}R Documentation

A Modified Cholesky Decomposition

Description

Returned a matrix forming Cholesky Decomposition

Usage

chol.new(Q)

Arguments

Q

a symmetric matrix, maybe non-positive.

Details

This is used internally as an extension of chol that works on a positive matrix.

Value

A mtrix M suth that XX^T=Q.

See Also

chol


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