BACCO (version 1.0-50)

symmetrize: Symmetrize an upper triangular matrix

Description

Symmetrize an upper triangular matrix by copying the upper triangular elements into the lower triangular places

Usage

symmetrize(a)

Arguments

a

Upper triangular matrix to be symmetrized

Details

Also works for lower triangular matrices

Examples

jj <- matrix(rnorm(50),10,5)
X <- crossprod(jj,jj)    # X has a Wishart distribution (and in
                         # particular is positive definite)

chol(X)
symmetrize(chol(X))