sinv | R Documentation |
Inverts a symmetric positive-definite matrix without requiring the Matrix package.
sinv(obj)
obj |
The symmetric positive-definite matrix |
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.
A matrix of the same size as the input object
Claus Ekstrom, claus@rprimer.dk.
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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