LDL' Cholesky decomposition

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