Function cholesky_invert (o2scl_linalg)

O2scl : Function List

template<class mat_t>
void o2scl_linalg::cholesky_invert(const size_t N, mat_t &LLT)

Compute the inverse of a symmetric positive definite matrix given the Cholesky decomposition.

Given a Cholesky decomposition produced by cholesky_decomp(), this function returns the inverse of that matrix in LLT.