The gchol function in library(kinship) does an LDL decomposition. An updated version has just recently been posted on Rforge, in the bdsmatrix library which is part of survival.> temp <- matrix(c(1,1,1,1,5,8,1,8,14), 3) > gt <- gchol(temp)> as.matrix(gt) # L[,1] [,2] [,3] [1,] 1 0.00 0 [2,] 1 1.00 0 [3,] 1 1.75 1> diag(gt) # D[1] 1.00 4.00 0.75 Terry Therneau
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Wisdom of the Ancients
