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gmatrix (version 0.3)

chol: Method to calculate the Choleski decomposition square symmetric posative definite matrix

Description

Takes a square symmetric posative definite gmatrix object. Note that no checking for symmetry is done. An error will be thrown if the the matrix is not posative definite. Returns a gmatrix object that is upper triangular.

Arguments

Methods

signature(x = "ANY")
signature(x = "gmatrix")