| choleskymatrix {cmna} | R Documentation |
Cholesky Decomposition
Description
Decompose a matrix into the Cholesky
Usage
choleskymatrix(m)
Arguments
m |
a matrix |
Details
choleskymatrix decomposes the matrix m into the LU
decomposition, such that m == L
Value
the matrix L
See Also
Other linear:
detmatrix(),
gdls(),
invmatrix(),
iterativematrix,
lumatrix(),
refmatrix(),
rowops,
tridiagmatrix(),
vecnorm()
Examples
(A <- matrix(c(5, 1, 2, 1, 9, 3, 2, 3, 7), 3))
(L <- choleskymatrix(A))
t(L) %*% L
[Package cmna version 1.0.5 Index]