spdinv: Inverse of a symmetric positive definite matrix
In Rfast: A Collection of Efficient and Extremely Fast R Functions
Inverse of a symmetric positive definite matrix R Documentation
Inverse of a symmetric positive definite matrix
Description
Inverse of a symmetric positive definite matrix.
Usage
spdinv(A)
Arguments
A
A square positive definite matrix.
Details
After calculating the Cholesky decomposition of the matrix we use this upper triangular matrix to
invert the original matrix.
Value
The inverse of the input matrix.
Author(s)
Michail Tsagris
R implementation and documentation: Michail Tsagris <mtsagris@uoc.gr> and Manos Papadakis <papadakm95@gmail.com>.
References
http://econ.nsysu.edu.tw/ezfiles/124/1124/img/Chapter17_MaximumLikelihoodEstimation.pdf
See Also
cholesky, cova
Examples
s <- cova( as.matrix(iris[, 1:4]) )
res<-spdinv(s)
res<-solve(s)
Rfast documentation built on Nov. 9, 2023, 5:06 p.m.
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| Inverse of a symmetric positive definite matrix | R Documentation |
Inverse of a symmetric positive definite matrix
Description
Inverse of a symmetric positive definite matrix.
Usage
spdinv(A)
Arguments
A |
A square positive definite matrix. |
Details
After calculating the Cholesky decomposition of the matrix we use this upper triangular matrix to invert the original matrix.
Value
The inverse of the input matrix.
Author(s)
Michail Tsagris
R implementation and documentation: Michail Tsagris <mtsagris@uoc.gr> and Manos Papadakis <papadakm95@gmail.com>.
References
http://econ.nsysu.edu.tw/ezfiles/124/1124/img/Chapter17_MaximumLikelihoodEstimation.pdf
See Also
cholesky, cova
Examples
s <- cova( as.matrix(iris[, 1:4]) )
res<-spdinv(s)
res<-solve(s)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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