F07FJF (DPOTRI) computes the inverse of a real symmetric positive definite matrix
A, where
A has been factorized by
F07FDF (DPOTRF).
F07FJF (DPOTRI) is used to compute the inverse of a real symmetric positive definite matrix
A, the routine must be preceded by a call to
F07FDF (DPOTRF), which computes the Cholesky factorization of
A.
Du Croz J J and Higham N J (1992) Stability of methods for matrix inversion
IMA J. Numer. Anal. 12 1–19
The computed inverse
X satisfies
where
cn is a modest function of
n,
ε is the
machine precision and
κ2A is the condition number of
A defined by
The complex analogue of this routine is
F07FWF (ZPOTRI).
This example computes the inverse of the matrix
A, where
Here
A is symmetric positive definite and must first be factorized by
F07FDF (DPOTRF).