Compute the inverse of a positive-definite matrix — inv_pd • bayessource

Compute the inverse of a positive-definite matrix using Cholesky decomposition.

inv_pd(X)

Arguments

X	a positive-definite matrix

Value

the inverse of X

See also

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