Re: Inverse of Cholesky decomposition

[Søren Hauberg]

ons, 15 07 2009 kl. 10:31 -0700, skrev dbateman:
> Look in dMatrix.cc in the method 
> 
> Matrix Matrix::inverse (MatrixType &, octave_idx_type&, double&, int, int)
> const
> 
> where you'll find the code
> 
> if (typ == MatrixType::Upper || typ == MatrixType::Lower)
>      ret = tinverse (mattype, info, rcon, force, calc_cond);
> 
> I remember a while back special casing triangular matrix inversions. So the
> code as you wrote should be about as fast as you can get

Okay, thanks. I was hoping that it would be possible to compute the
inverse of the Cholesky directly. But, hey, it was mostly about
elegance, so I guess the code I sent will do :-)

Thanks
Søren