nag_zpotri (f07fwc) computes the inverse of a complex Hermitian positive definite matrix
, where
has been factorized by
nag_zpotrf (f07frc).
nag_zpotri (f07fwc) is used to compute the inverse of a complex Hermitian positive definite matrix
, the function must be preceded by a call to
nag_zpotrf (f07frc), which computes the Cholesky factorization of
.
The computed inverse
satisfies
where
is a modest function of
,
is the
machine precision and
is the condition number of
defined by
The real analogue of this function is
nag_dpotri (f07fjc).
This example computes the inverse of the matrix
, where
Here
is Hermitian positive definite and must first be factorized by
nag_zpotrf (f07frc).