real_symm_posdef_inv_norefcalculates the approximate inverse of a real symmetric positive definite matrix, using a Cholesky factorization.
For full information please refer to the NAG Library document for f01ad
- afloat, array-like, shape
The upper triangle of the positive definite symmetric matrix . The elements of the array below the diagonal need not be set.
- afloat, ndarray, shape
The lower triangle of the inverse matrix is stored in the elements of the array below the diagonal, in rows to ; is stored in for . The upper triangle of the original matrix is unchanged.
- (errno )
The matrix is not positive definite, possibly due to rounding errors.
- (errno )
On entry, .
No equivalent traditional C interface for this routine exists in the NAG Library.
To compute the inverse of a real symmetric positive definite matrix ,
real_symm_posdef_inv_noreffirst computes a Cholesky factorization of as , where is lower triangular. It then computes and finally forms as the product .
Wilkinson, J H and Reinsch, C, 1971, Handbook for Automatic Computation II, Linear Algebra, Springer–Verlag