Learn R Programming

assist (version 3.1.9)

chol.new: A Modified Cholesky Decomposition

Description

Returned a matrix forming Cholesky Decomposition

Usage

chol.new(Q)

Value

A mtrix M suth that \(XX^T=Q\).

Arguments

Q

a symmetric matrix, maybe non-positive.

Details

This is used internally as an extension of chol that works on a positive matrix.

See Also