chol2inv: Compute the inverse from the upper Cholesky factor

In lgaborini/bayessource: Bayesian approach to evaluate whether two datasets come from the same population

Description

Compute the inverse from the upper Cholesky factor

Usage

chol2inv(U_chol)

See Also

Other C++ functions: diwishart_inverse(), dmvnorm(), inv_Cholesky_from_Cholesky(), inv_sympd_tol(), inv_triangular(), isCholeskyOn(), ldet_from_Cholesky(), logCummeanExp(), logCumsumExp(), logSumExpMean(), logSumExp(), marginalLikelihood_internal(), rmvnorm(), rwish()

Other math functions: inv_Cholesky_from_Cholesky(), inv_pd(), inv_sympd_tol(), inv_triangular(), ldet_from_Cholesky(), logCummeanExp(), logCumsumExp(), logSumExpMean(), logSumExp()

lgaborini/bayessource documentation built on Nov. 9, 2021, 2:10 p.m.