Compute inverse of symmetric positive definite matrix using Cholesky decomposition

Compute inverse of symmetric positive definite matrix using Cholesky decomposition

sym_inv(A)

Arguments

A	symmetric matrix

Value

inverse of A

Details

Compute inverse of symmetric positive definite matrix using Cholesky decomposition

Examples

A <- matrix(c(2, 1, 1, 2), nrow = 2)
sym_inv(A)
#>            [,1]       [,2]
#> [1,]  0.6666667 -0.3333333
#> [2,] -0.3333333  0.6666667