chol2inv: chol2inv

chol2invR Documentation

chol2inv

Description

Return the inverse of the original matrix using the Cholesky factorization of a float vector/matrix.

Usage

## S4 method for signature 'float32'
chol2inv(x, size = NCOL(x), LINPACK = FALSE)

Arguments

x

A float vector/matrix.

size

The number of columns to use.

LINPACK

Ignored.

Value

A float vector/matrix.

Examples

library(float)

s = flrunif(10, 3)
cp = crossprod(s)
cp %*% chol2inv(chol(cp))


float documentation built on Feb. 16, 2023, 6:43 p.m.