Matrix Inversion using Cholesky Decomposition

Version 1.0.0.0 (1.48 KB) by Aravindh Krishnamoorthy
Finds the inverse of the matrix X, given its (lower triangular) Cholesky Decomposition.
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Updated 28 May 2013

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Finds the inverse of the matrix X, given its (lower triangular) Cholesky Decomposition; i.e. X = LL', according to the paper 'Matrix Inversion Using Cholesky Decomposition', Aravindh Krishnamoorthy, Deepak Menon, arXiv:1111.4144.

Cite As

Aravindh Krishnamoorthy (2026). Matrix Inversion using Cholesky Decomposition (https://www.mathworks.com/matlabcentral/fileexchange/41957-matrix-inversion-using-cholesky-decomposition), MATLAB Central File Exchange. Retrieved .

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Created with R2012a
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1.0.0.0