Inverse of a matrix from its Cholesky factor: computes (t(R) R)^-1. Equivalent to R's chol2inv().
(t(R) R)^-1
chol2inv()
Only the upper triangle of the top-left size x size block of x is used. Throws if a diagonal element is zero.
size
x
The upper triangular Cholesky factor R (array of rows), e.g. from chol. A vector is treated as a one-column matrix.
R
See Chol2InvOptions.
The symmetric inverse matrix (size x size) as an array of rows.
chol2inv([[2, 1], [0, 1]]); // [[0.5, -0.5], [-0.5, 1]] Copy
chol2inv([[2, 1], [0, 1]]); // [[0.5, -0.5], [-0.5, 1]]
Inverse of a matrix from its Cholesky factor: computes
(t(R) R)^-1. Equivalent to R'schol2inv().Only the upper triangle of the top-left
sizexsizeblock ofxis used. Throws if a diagonal element is zero.