Invert a symmetric, positive definite square matrix from its Cholesky decomposition, u. Note that u should be an upper-triangular matrix with positive diagonal elements. chol2inv (u) provides inv (u'*u) but it is much faster than using inv. See also: chol cholinv
Invert a symmetric, positive definite square matrix from its Cholesky decomposition, u. Note that u should be an upper-triangular matrix with positive diagonal elements. chol2inv (u) provides inv (u'*u) but it is much faster than using inv.
chol2inv (
)
inv (
'*
inv