Sparse Cholesky LDL Decomposition of Symmetric Matrices


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Documentation for package ‘SparseChol’ version 0.1.1

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SparseChol-package Sparse Cholesky LDL Decomposition of Symmetric Matrices
LDL_Cholesky Generate LDL decomposition from Matrix class 'dsCMatrix'
LL_Cholesky Generate Cholesky decomposition from Matrix class 'dsCMatrix'
SparseChol Sparse Cholesky LDL Decomposition of Symmetric Matrices
sparse_chol Sparse Cholesky decomposition
sparse_D Generate matrix D from 'sparse_chol' output
sparse_L Generate matrix L from 'sparse_chol' output