

   SSqquuaarree--RRoooott FFaaccttoorr ooff aa PPoossiittiivvee--DDeeffiinniittee MMaattrriixx

        pdFactor(object, ...)

   AArrgguummeennttss::

     object: an object inheriting from class code{pdMat}, rep-
             resenting a positive definite matrix, which must
             have been initialized (i.e. `length(coef(object))
             > 0').

        ...: some methods for the generic function may require
             additional arguments.

   DDeessccrriippttiioonn::

        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.

   VVaalluuee::

        a vector with a square-root factor of the positive-def-
        inite matrix associated with `object' stacked column-
        wise.

   NNoottee::

        This function is used intensively in optimization algo-
        rithms and its value is returned as a vector for effi-
        ciency reasons. The `pdMatrix' function can be used to
        obtain square-root factors in matrix form.

   AAuutthhoorr((ss))::

        Jose Pinheiro and Douglas Bates

   SSeeee AAllssoo::

        `pdMatrix'

   EExxaammpplleess::

        library(lme)
        pd1 <- pdCompSymm(4 * diag(3) + 1)
        pdFactor(pd1)

