[R] LDL' Cholesky decomposition

[Terry Therneau]

  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