Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: multi
See also: chold

Quantlet: chol
Description: computes the Cholesky decomposition of a symmetric, positive definite matrix

Usage: y = chol(x)
Input:
x n x n matrix
Output:
y n x n matrix, containing the Cholesky decomposition of x

Example:

library("multi")

y=chol(eye(2)*2)

y

Result:

Contents of y

[1,] 1.4142        0 

[2,]      0   1.4142


Library: multi
See also: chold

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Christian Hafner, Sperlich 971027
(C) MD*TECH Method and Data Technologies, 21.9.2000