Function cholesky_invert (o2scl_linalg)¶
-
template<class
mat_t
>
voido2scl_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
.