MESS (version 0.5.12)

sinv: Invert a symmetric positive-definite matrix

Description

Inverts a symmetric positive-definite matrix without requiring the Matrix package.

Usage

sinv(obj)

Value

A matrix of the same size as the input object

Arguments

obj

The symmetric positive-definite matrix

Author

Claus Ekstrom, .

Details

This function does no error checking and it is up to the user to ensure that the input is indeed symmetric, positive-definite, and a matrix.

Examples

m <- matrix(c(1, 0, .5, .5, 0, 1, .5, .5, .5, .5, 1, .5, .5, .5, .5, 1), 4)
sinv(m)