Invert a symmetric positive-definite matrix

Description

Inverts a symmetric positive-definite matrix without requiring the Matrix package.

Usage

1
sinv(obj)

Arguments

obj

The symmetric positive-definite matrix

Details

This function does no error checking and it is up to the user to ensure that the input is indeed symmetric, positive-definite, and a matrix.

Value

A matrix of the same size as the input object

Author(s)

Claus Ekstrom, claus@rprimer.dk.

Examples

1
2
m <- matrix(c(1, 0, .5, .5, 0, 1, .5, .5, .5, .5, 1, .5, .5, .5, .5, 1), 4)
sinv(m)

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