Inverse from Choleski (or QR) Decomposition.

Source: R/functions_utility.R

Invert a symmetric, positive definite square matrix from its Choleski decomposition.

inv(M)

Arguments

M

matrix

Examples

inv(cbind(1, 1:3, c(1,3,7)))
#>      [,1] [,2] [,3]
#> [1,]  2.5   -2  0.5
#> [2,] -2.0    3 -1.0
#> [3,]  0.5   -1  0.5