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decomposition
2018 Jan 09
1
resolving a names conflict
The survival package uses a generalized cholesky decompostition throughout.? If A is a
symmetric matrix A= LDL' where L is lower triangular with 1s on the diagonal, D is
diagonal, and D[i,i] =0 if column i of A is redundant.? Being able to read the rank and
dependencies directly off of D is very handy.
The bdsmatrix package uses the same, but exposes it...