Re: Inverse of Cholesky decomposition

[Søren Hauberg]

ons, 15 07 2009 kl. 15:16 +0100, skrev Leo Butler:
> On Wed, 15 Jul 2009, Søren Hauberg wrote:
> < 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.

This seems to compute the inverse of 'A' whereas I need the inverse of
'R' (using the terminology of my first mail).

Søren