Scythe-1.0.3
template<matrix_order RO, matrix_style RS, typename T , matrix_order PO, matrix_style PS>
Matrix<T, RO, RS> scythe::invpd ( const Matrix< T, PO, PS > &  A)

Calculate the inverse of a symmetric positive definite matrix.

This function returns the inverse of a symmetric positive definite matrix, using cholesky() to do the necessary decomposition. This method is significantly faster than the generalized inverse function.

Parameters:
AThe symmetric positive definite matrix to invert.
See also:
invpd(const Matrix<T, PO1, PS1>&, const Matrix<T, PO2, PS2>&)
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>&)
Exceptions:
scythe_alloc_error(Level 1)
scythe_null_error(Level 1)
scythe_conformation_error(Level 1)
scythe_dimension_error(Level 1)
scythe_type_error(Level 2)