Chol_Eigen {RobustCalibration}R Documentation

Cholesky decomposition of a symmetric matrix.

Description

This function provides a faster Cholesky decomposition of a symmetric matrix using the Eigen package.

Usage

Chol_Eigen(R)

Arguments

R

R is a symmetric matrix.

Value

lower triangular matrix of Cholesky decomposition

Author(s)

Mengyang Gu [aut, cre]

Maintainer: Mengyang Gu <mengyang@pstat.ucsb.edu>


[Package RobustCalibration version 0.5.6 Index]