Rank: 7117 based on 10 downloads (last 30 days) and 1 file submitted
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David Hsu

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BSEE National Taiwan University
PH.D Applied Mathematics, University of Virginia
Staff Scientist at ITT ES/CS

Professional Interests:
Navigation, GPS, Applied Mathematics

 

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23 Feb 2010 inv4spd.m Inversion algorithm for symmetric, positive definite matrix M. Minv = inv4spd(M). Author: David Hsu mathematics, aerospace, image processing, communications 10 1
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24 Feb 2010 inv4spd.m Inversion algorithm for symmetric, positive definite matrix M. Minv = inv4spd(M). Author: David Hsu Chen, Mo

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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