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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


This file inspired Inverse And Determinant Of Square Matrix.

MATLAB release MATLAB 7.5 (R2007b)
Other requirements none
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Comments and Ratings (1)
24 Feb 2010 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);

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