TITLE(chol2inv @@ Inverse from Choleski Decomposition)
USAGE(
chol2inv(x, size=ncol(x))
)
ALIAS(chol2inv)
ARGUMENTS(
ARG(x @@ a matrix.  The first LANG(nc) columns of the
upper triangle contain the Choleski decomposition of the
matrix to be inverted.)
ARG(size @@ the number of columns of LANG(x) containing the
choleski decomposition.)
)
VALUE(
This matrix uses the given Choleski decomposition
to invert the original positive definite matrix.
It returns the inverse of the decomposed matrix.
)
REFERENCES(
Dongarra, J. J., J. R. Bunch, C. B. Moler and G. W. Stewart (1978).
ITALIC(LINPACK Users Guide).
Philadelphia:
SIAM Publications.
)
SEEALSO(
LANG(LINK(chol)), LANG(LINK(solve)).
)
