solve_chol: Computes the inverse of a symmetric, positive-definite matrix...

Description Usage Arguments Value

Description

This often faster than solve for larger matrices. See, for example: http://blog.phytools.org/2012/12/faster-inversion-of-square-symmetric.html and http://stats.stackexchange.com/questions/14951/efficient-calculation-of-matrix-inverse-in-r.

Usage

1

Arguments

x

symmetric, positive-definite matrix

Value

the inverse of x


ramey/sparsediscrim documentation built on May 26, 2019, 10:05 p.m.