sym_inv: Compute inverse of symmetric positive definite matrix using...
In bdemeshev/bvarr: Package for Bayesian Vector Auto Regressions

Compute inverse of symmetric positive definite matrix using Cholesky decomposition

1	sym_inv(A)

`A`	symmetric matrix

Compute inverse of symmetric positive definite matrix using Cholesky decomposition

inverse of A

1 2	A <- matrix(c(2, 1, 1, 2), nrow = 2) sym_inv(A)

bdemeshev/bvarr documentation built on May 12, 2019, 3:40 a.m.

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