# chol2inv-methods: Inverse from Choleski or QR Decomposition - Matrix Methods In Matrix: Sparse and Dense Matrix Classes and Methods

## Description

Invert a symmetric, positive definite square matrix from its Choleski decomposition. Equivalently, compute (X'X)^(-1) from the (R part) of the QR decomposition of X.
Even more generally, given an upper triangular matrix R, compute (R'R)^(-1).

## Methods

x = "ANY"

the default method from base, see `chol2inv`, for traditional matrices.

x = "dtrMatrix"

method for the numeric triangular matrices, built on the same LAPACK `DPOTRI` function as the base method.

x = "denseMatrix"

if `x` is coercable to a `triangularMatrix`, call the `"dtrMatrix"` method above.

x = "sparseMatrix"

if `x` is coercable to a `triangularMatrix`, use `solve()` currently.

## See Also

`chol` (for `Matrix` objects); further, `chol2inv` (from the base package), `solve`.

## Examples

 ```1 2 3 4``` ```(M <- Matrix(cbind(1, 1:3, c(1,3,7)))) (cM <- chol(M)) # a "Cholesky" object, inheriting from "dtrMatrix" chol2inv(cM) %*% M # the identity stopifnot(all(chol2inv(cM) %*% M - Diagonal(nrow(M))) < 1e-10) ```

Matrix documentation built on June 11, 2021, 3 p.m.