Scythe-1.0.3
template<matrix_order RO, matrix_style RS, typename T , matrix_order PO1, matrix_style PS1, matrix_order PO2, matrix_style PS2>
Matrix<T,RO,RS> scythe::invpd ( const Matrix< T, PO1, PS1 > &  A,
const Matrix< T, PO2, PS2 > &  M 
)

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.

Parameters:
AThe symmetric positive definite matrix to invert.
MThe lower triangular matrix from the Cholesky decomposition of A.
See also:
invpd(const Matrix<T, PO, PS>&)
inv(const Matrix<T,PO1,PS1>&, const Matrix<T,PO2,PS2>&, const Matrix<T,PO3,PS3>&, const Matrix<unsigned int,PO4,PS4>&)
inv(const Matrix<T, PO, PS>&)
cholesky(const Matrix<T, PO, PS>&)
Exceptions:
scythe_alloc_error(Level 1)
scythe_null_error(Level 1)
scythe_conformation_error(Level 1)
scythe_dimension_error(Level 1)

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().