chol_solve {gigg} | R Documentation |
Solve function with Cholesky decomposition.
Description
An Rcpp function that solves M*U = V.
Usage
chol_solve(M, V)
Arguments
M |
A (M x M) symmetric positive definite matrix. |
V |
A (M x 1) vector. |
Value
The solution to M*U = V.
[Package gigg version 0.2.1 Index]