inv_Cholesky_from_Cholesky: Upper Cholesky factor of inverse from upper Cholesky factor

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

Description

If A = U' U, compute V where A^{(-1)} = V' V

Usage

inv_Cholesky_from_Cholesky(U)

See Also

Other C++ functions: chol2inv(), diwishart_inverse(), dmvnorm(), inv_sympd_tol(), inv_triangular(), isCholeskyOn(), ldet_from_Cholesky(), logCummeanExp(), logCumsumExp(), logSumExpMean(), logSumExp(), marginalLikelihood_internal(), rmvnorm(), rwish()

Other math functions: chol2inv(), 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.