bdInvCholesky: Inverse Cholesky

View source: R/RcppExports.R

bdInvCholeskyR Documentation

Inverse Cholesky

Description

This function get the inverse of a numerical matrix. If x is hermitian and positive-definite matrix then gets the inverse using Cholesky decomposition

Usage

bdInvCholesky(X)

Arguments

X

numerical matrix. If x is Hermitian and positive-definite performs

Value

inverse matrix of d

Examples



A <- matrix(c(3,4,3,4,8,6,3,6,9), byrow = TRUE, ncol = 3)
bdInvCholesky(A)


BigDataStatMeth documentation built on March 30, 2022, 1:07 a.m.