>>>>> "RV" == Ravi Varadhan <[EMAIL PROTECTED]>
>>>>> on Fri, 13 Jul 2007 10:52:36 -0400 writes:
RV> Martin, I sent you the Matlab code for this which I had
RV> obtained from Nich Higham.
RV> Cheng, Sheung Hun and Higham, Nick (1998) A Modified
RV> Cholesky Algorithm Based on a Symmetric Indefinite
RV> Factorization; \emph{SIAM J. Matrix Anal.\ Appl.},
RV> \bold{19}, 1097--1110.
RV> Do you remember?
I now do .. last November. I'm embarrassed to admit that I hadn't found the
time at the time and had completely forgotten about it.
But now that Jens already has a version of this in R -- thanks
Jens -- this should really find a home in the "R universe"
As a matter of fact, I was thinking of porting the algorithm to
the 'Matrix' package eventually,
the specific "polychor" related case may still better fit to
John Fox' package.
Martin
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