Compute the inverse of a symmetric positive definite matrix — inv_sympd_tol • bayessource

Compute the inverse of a symmetric positive definite matrix. Does not output warnings on default symmetry tolerance: basically, symmetry is forced.

inv_sympd_tol(U_sympd)

References

https://github.com/RcppCore/RcppArmadillo/issues/257

See also

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

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