.\" -*- nroff -*- generated from .Rd format
.BG
.FN pdFactor
.TL
Square-Root Factor of a Positive-Definite Matrix
.DN
A square-root factor of the positive-definite matrix represented by
`object' is obtained. Letting S denote a
positive-definite matrix, a square-root factor of S is
any square matrix L such that S =
L'L. This function extracts L.
.CS
pdFactor(object, ...)
.RA
.AG object
an object inheriting from class `pdMat', representing
a positive definite matrix, which must have been initialized
(i.e. `length(coef(object)) > 0').
.OA
.AG ...
some methods for the generic function may require additional
arguments.
.RT
a vector with a square-root factor of the positive-definite matrix
associated with `object' stacked column-wise.

NOTE: This function is used intensively in optimization
algorithms and its value is returned as a vector for efficiency
reasons. The `pdMatrix' function can be used to obtain
square-root factors in matrix form.
.SA
`pdMatrix'
.EX
pd1 <- pdCompSymm(4 * diag(3) + 1)
pdFactor(pd1)
.KW models
.WR
