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]