dynr.ldl {dynr}

LDL Decomposition for Matrices

Description

LDL Decomposition for Matrices

Usage

dynr.ldl(x)

Arguments

x

a numeric matrix

This is a wrapper function around the chol function. The goal is to factor a square, symmetric, positive (semi-)definite matrix into the product of a lower triangular matrix, a diagonal matrix, and the transpose of the lower triangular matrix. The value returned is a lower triangular matrix with the elements of D on the diagonal.

Value

A matrix