inv_triangular: Upper triangular matrix inversion

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

Description

Quickly computes the inverse of a upper triangular matrix (e.g. a Cholesky factor).

Usage

inv_triangular(U)

Details

Equivalent R code:

X.chol.inv <- backsolve(r = X.chol, x = diag(p))

See Also

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

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

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