Scythe-1.0.3
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template<matrix_order RO, matrix_style RS, typename T , matrix_order PO1, matrix_style PS1, matrix_order PO2, matrix_style PS2>
Calculates the inverse of a symmetric positive definite matrix, given a lower triangular matrix resulting from Cholesky decomposition. This function returns the inverse of a symmetric positive definite matrix. Unlike the one-parameter version, this function requires the caller to perform Cholesky decomposition on the matrix to invert, ahead of time.
References scythe::Matrix_base< ORDER, STYLE >::cols(), scythe::Matrix_base< ORDER, STYLE >::isNull(), scythe::Matrix_base< ORDER, STYLE >::isSquare(), scythe::Matrix_base< ORDER, STYLE >::rows(), and SCYTHE_CHECK_10. Referenced by lndmvn(). |