chol_solve: Invert Symmetric Positive Definite Matrix via Cholesky...
In nclJoshCowley/jcutils: Josh Cowley Utility functions for R
chol_solve R Documentation
Invert Symmetric Positive Definite Matrix via Cholesky Decomposition
Description
Consider a matrix that is symmetric and has positive eigenvalues, and is
therefore positive definite. Then finds the inverse of the cholesky
decomposition of this matrix as a more numerically stable alternative
to base::solve(x).
Usage
chol_solve(x, tol = 100 * .Machine$double.eps)
Arguments
x
matrix. symmetric (up to tol) and positive definite.
tol
numeric. Differences of symmetry smaller than this value
are not considered significant.
Value
the matrix inverse of x.
nclJoshCowley/jcutils documentation built on Nov. 22, 2022, 10:16 a.m.
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| chol_solve | R Documentation |
Invert Symmetric Positive Definite Matrix via Cholesky Decomposition
Description
Consider a matrix that is symmetric and has positive eigenvalues, and is
therefore positive definite. Then finds the inverse of the cholesky
decomposition of this matrix as a more numerically stable alternative
to base::solve(x).
Usage
chol_solve(x, tol = 100 * .Machine$double.eps)
Arguments
x |
matrix. symmetric (up to |
tol |
numeric. Differences of symmetry smaller than this value are not considered significant. |
Value
the matrix inverse of x.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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