Code covered by the BSD License  

Highlights from
inv4spd.m

Be the first to rate this file! 11 Downloads (last 30 days) File Size: 1.55 KB File ID: #26770

inv4spd.m

by

 

Inversion algorithm for symmetric, positive definite matrix M. Minv = inv4spd(M).

| Watch this File

File Information
Description

This algorithm avoids the use of
chol.m and inv.m (the latter is a built-in M-file) and achieves the goal of inverting a symmetric positive definite matrix

Acknowledgements

This file inspired Inverse And Determinant Of Square Matrix.

MATLAB release MATLAB 7.5 (R2007b)
Other requirements none
Tags for This File   Please login to tag files.
Please login to add a comment or rating.
Comments and Ratings (1)
24 Feb 2010 Mo Chen

why avoiding chol.m, it seems to me that the following code is much more efficient and simpler
R= chol(A);
P = R\(R'\I);

Contact us