invert_chol {remotePARTS}

Invert the cholesky decomposition of V

Description

Invert the cholesky decomposition of V

Usage

invert_chol(M, nugget = 0, ncores = NA)

Arguments

M

numeric (double), positive definite matrix

nugget

numeric (double) nugget to add to M

ncores

optional integer indicating how many cores to use during the inversion calculation

Details

Calculates the inverse of the Cholesky decomposition of M which should not be confused with the inverse of M *derived* from the Cholesky decomposition (i.e. 'chol2inv(M)').

Value

numeric matrix: inverse of the Cholesky decomposition (lower triangle)

Examples

M <- crossprod(matrix(1:6, 3))

# without a nugget:
invert_chol(M)

# with a nugget:
invert_chol(M, nugget = 0.2)