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]