Code covered by the BSD License  

Highlights from
Matrix Inversion using Cholesky Decomposition

Be the first to rate this file! 23 Downloads (last 30 days) File Size: 1.48 KB File ID: #41957

Matrix Inversion using Cholesky Decomposition

by

 

Finds the inverse of the matrix X, given its (lower triangular) Cholesky Decomposition.

| Watch this File

File Information
Description

Finds the inverse of the matrix X, given its (lower triangular) Cholesky Decomposition; i.e. X = LL', according to the paper 'Matrix Inversion Using Cholesky Decomposition', Aravindh Krishnamoorthy, Deepak Menon, arXiv:1111.4144.

Required Products MATLAB
MATLAB release MATLAB 7.14 (R2012a)
Tags for This File   Please login to tag files.
Please login to add a comment or rating.

Contact us