Description Usage Arguments Details Value Author(s) References See Also Examples

Calculates the inverse of a symmetric positive definite matrix from its Cholesky composition.

1 | ```
inv(a)
``` |

`a` |
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 `chol2inv`

.

The inverse of the given matrix.

Thomas Kvalnes

Anderson. E. et al. 1999. LAPACK Users' Guide. Third Edition. SIAM [Available online at: http://www.netlib.org/lapack/lug/lapack_lug.html].

1 2 3 4 5 6 |

lmf documentation built on May 30, 2017, 1:44 a.m.

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