chol2inv {base}R Documentation

Inverse from Choleski Decomposition


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


chol2inv(x, size = NCOL(x), LINPACK = FALSE)
La.chol2inv(x, size = ncol(x))


x a matrix. The first nc 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)?


chol2inv(LINPACK=TRUE) provides an interface to the LINPACK routine DPODI. La.chol2inv provides an interface to the LAPACK routine DPOTRI.


The inverse of the decomposed matrix.


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

See Also

chol, solve.


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

[Package base version 2.1.0 Index]