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

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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

Comments and Ratings (1)

Mo Chen

Mo Chen (view profile)

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);

MATLAB Release
MATLAB 7.5 (R2007b)

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