.BG
.FN chol
.TL
Cholesky Decomposition of Symmetric Matrix
.CS
chol(x, pivot=F)
.AG x
symmetric, positive definite matrix (e.g., correlation
matrix or cross-product matrix).
.AG pivot
should pivoting be done?
.RT
upper-triangular matrix, `y', such that `t(y) %*% y' equals `x'.
If `pivot' is `TRUE', the result will contain attributes `rank' and
`pivot' containing the computed rank and any pivoting of columns done
by the algorithmic calculations.
If `pivot' is `FALSE', any singularities will result in an error.
.KW array
.KW algebra
.WR
