MatDecomp function

Matrix decomposition

Matrix decomposition. UTF-8

MatDecomp(mtx, method)

Arguments

• mtx: numeric; a square positive or semipositive definite matrix.
• method: string; the type of matrix decomposition. Two possible choices: cholesky and svd.

Returns

Return a matrix decomposition

Details

Decomposition of a square positive or positive semidefinite matrix.

Author(s)

Moreno Bevilacqua, moreno.bevilacqua89@gmail.com ,https://sites.google.com/view/moreno-bevilacqua/home, Víctor Morales Oñate, victor.morales@uv.cl , https://sites.google.com/site/moralesonatevictor/, Christian", Caamaño-Carrillo, chcaaman@ubiobio.cl ,https://www.researchgate.net/profile/Christian-Caamano