inv_sympd_tol: Compute the inverse of a symmetric positive definite matrix

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

Description

Compute the inverse of a symmetric positive definite matrix. Does not output warnings on default symmetry tolerance: basically, symmetry is forced.

Usage

inv_sympd_tol(U_sympd)

References

https://github.com/RcppCore/RcppArmadillo/issues/257

See Also

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

Other math functions: chol2inv(), inv_Cholesky_from_Cholesky(), inv_pd(), inv_triangular(), ldet_from_Cholesky(), logCummeanExp(), logCumsumExp(), logSumExpMean(), logSumExp()

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