Matrix Inversion using Cholesky Decomposition
Finds the inverse of the matrix X, given its (lower triangular) Cholesky Decomposition.
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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.
Cite As
Aravindh Krishnamoorthy (2026). Matrix Inversion using Cholesky Decomposition (https://www.mathworks.com/matlabcentral/fileexchange/41957-matrix-inversion-using-cholesky-decomposition), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.0.0.0 (1.48 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 |
