choleskymatrix

choleskymatrix, an R library which computes the Cholesky L'L factorization of a matrix.

Licensing:

Copyright 2016 James P. Howard, II

The computer code and data files on this web page are distributed under the BSD-2-Clause license.

Languages:

choleskymatrix is available in an R version.

Related Data and Programs:

choleskymatrix_test

eros, an R library which implements the Elementary Row Operations (EROs).

lumatrix_test an R library which computes the Lower-Upper (LU) triangular factorization of a matrix.

refmatrix, an R library which computes the Row Echelon Form (REF) of a matrix.

rrefmatrix, an R library which computes the Row Reduced Echelon Form (RREF) of a matrix.

Author:

Original R code by James Howard; Modifications by John Burkardt.

Reference:

1. James Howard,
   Computational Methods for Numerical Analysis with R,
   CRC Press, 2017,
   ISBN13: 978-1-4987-2363-3.
2. https://CRAN.R-project.org/package=cmna

Source Code:

• choleskymatrix.R, the source code;