Re: Inverse of Cholesky decomposition

[Leo Butler]

On Wed, 15 Jul 2009, Søren Hauberg wrote:

< Hi All
< 
< I have a matrix 'A', and I would like to compute the inverse of the
< Cholesky decomposition, i.e., I would like to do the following
< 
<         function retval = inv_of_chol (A)
<           R = chol (A);
<           retval = inv (R);
<         endfunction
< 
< Is there some direct way of doing this, or do I have to take the two
< steps in the above code to do this?
 
See cholinv.

Leo
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