A square symmetric positive definite matrix (array of rows).
Optionaloptions: CholOptions & { pivot?: false }
See CholOptions.
The upper triangular factor R as an array of rows.
Pivoted Cholesky decomposition, as R's chol(x, pivot = TRUE).
Does not throw for rank-deficient (positive semi-definite) matrices; check rank instead (R gives a
warning). As in R 4.6, the trailing submatrix of r from row and column rank on is 0, so that
x[pivot, pivot] = t(R) R holds for a positive semi-definite x.
A square symmetric matrix (array of rows). Only the upper triangle is used.
See CholOptions; pivot must be true.
The factor, the 0-based pivot and the rank. See CholPivotResult.
Cholesky decomposition, with or without pivoting.
A square symmetric matrix (array of rows).
Optionaloptions: CholOptions
See CholOptions.
The factor R, or a CholPivotResult when pivot is true.
Cholesky decomposition. Equivalent to R's
chol().Returns the upper triangular
Rwithx = t(R) R. Only the upper triangle ofxis used (symmetry is not checked), and the lower triangle of the result is zero. Throws ifxis not positive definite.