Rank: 4770 based on 6 downloads (last 30 days) and 1 file submitted
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Eric Blake

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Black River Systems Company

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15 May 2012 Fast Symmetric Matrix Inverse Uses LAPACK, Cholesky to invert real, positive definite, symmetric matrix. More efficient than inv. Author: Eric Blake cholesky decompositio..., covariance matrix, symmetric matrix inve..., kalman filter, least squares 6 0
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27 Jun 2012 Fast Symmetric Matrix Inverse Uses LAPACK, Cholesky to invert real, positive definite, symmetric matrix. More efficient than inv. Author: Eric Blake hu, liu

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cholesky decomposition, covariance matrix, kalman filter, least squares, symmetric matrix inverse
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15 May 2012 Fast Symmetric Matrix Inverse Uses LAPACK, Cholesky to invert real, positive definite, symmetric matrix. More efficient than inv. Author: Eric Blake cholesky decompositio..., covariance matrix, symmetric matrix inve..., kalman filter, least squares 6 0
  • 4.0
4.0 | 1 rating

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