Upper Cholesky factor of inverse from upper Cholesky factor

If \(A = U' U\), compute \(V\) where \(A^{(-1)} = V' V\)

inv_Cholesky_from_Cholesky(U)

See also

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

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