Cholesky decomposition of an rvar containing a matrix.
Usage
# S3 method for class 'rvar'
chol(x, ...)Arguments
- x
(rvar) A 2-dimensional
rvar.- ...
Additional parameters passed on to
chol.tensor()
Value
An rvar containing the upper triangular factor of the Cholesky
decomposition, i.e., the matrix \(R\) such that \(R'R = x\).