Description Usage Arguments Value Examples
This is a wrapper for the Cholesky-solver 'llt' from Eigen. The function computes the solution:
\mathbf{b} = \mathbf{X}^{-1} \mathbf{y}
If no vector y
is passed, an identity matrix will be assigned
and the functions returns the inverse of \mathbf{X}.
1 |
X |
positive definite square matrix |
y |
vector of length equal to columns/rows of |
Solution vector/matrix
1 2 3 4 5 6 7 8 9 10 11 12 13 |
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