invert_chol {remotePARTS} | R Documentation |
Invert the cholesky decomposition of V
invert_chol(M, nugget = 0, ncores = NA)
M |
numeric (double), positive definite matrix |
nugget |
numeric (double) nugget to add to M |
ncores |
optional integer indicating how many cores to use during the inversion calculation |
Calculates the inverse of the Cholesky decomposition of M which should not be confused with the inverse of M *derived* from the Cholesky decomposition (i.e. 'chol2inv(M)').
numeric matrix: inverse of the Cholesky decomposition (lower triangle)
M <- crossprod(matrix(1:6, 3))
# without a nugget:
invert_chol(M)
# with a nugget:
invert_chol(M, nugget = 0.2)