chol2inv {base} | R Documentation |

## Inverse from Choleski Decomposition

### Description

Invert a symmetric, positive definite square matrix from its Choleski
decomposition.

### Usage

chol2inv(x, size = NCOL(x), LINPACK = FALSE)

### Arguments

`x` |
a matrix. The first `size` columns of the upper triangle
contain the Choleski decomposition of the matrix to be inverted. |

`size` |
the number of columns of `x` containing the
Choleski decomposition. |

`LINPACK` |
logical. Should LINPACK be used (for compatibility with
**R** < 1.7.0)? |

### Details

This is an interface to the LAPACK routine DPOTRI and the LINPACK
routine DPODI.

### Value

The inverse of the matrix whose Choleski decomposition was given.

### References

Dongarra, J. J., Bunch, J. R., Moler, C. B. and Stewart, G. W. (1978)
*LINPACK Users Guide*.
Philadelphia: SIAM Publications.

Anderson. E. and ten others (1999)
*LAPACK Users' Guide*. Third Edition.
SIAM.
Available on-line at
http://www.netlib.org/lapack/lug/lapack_lug.html.

### See Also

`chol`

, `solve`

.

### Examples

cma <- chol(ma <- cbind(1, 1:3, c(1,3,7)))
ma %*% chol2inv(cma)

[Package

*base* version 2.5.0

Index]