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Matrix Inversion using Cholesky Decomposition

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Matrix Inversion using Cholesky Decomposition

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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.

Required Products MATLAB
MATLAB release MATLAB 7.14 (R2012a)
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20 Dec 2016 caglar bayik

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