Calculates the inverse of a symmetric positive definite matrix from its Cholesky composition.
a symmetric positive definite matrix
This is an interface to the LAPACK routine DPOTRI implemented in the function
chol2inv. The function calculates cholesky decomposition of the given
matrix and inputs this into
The inverse of the given matrix.
Anderson. E. et al. 1999. LAPACK Users' Guide. Third Edition. SIAM [Available online at: http://www.netlib.org/lapack/lug/lapack_lug.html].
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