Matrix Inversion using Cholesky Decomposition
Version 1.0.0.0 (1.48 KB) by
Aravindh Krishnamoorthy
Finds the inverse of the matrix X, given its (lower triangular) Cholesky Decomposition.
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 (2024). Matrix Inversion using Cholesky Decomposition (https://www.mathworks.com/matlabcentral/fileexchange/41957-matrix-inversion-using-cholesky-decomposition), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
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R2012a
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