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Re: Inverse of Cholesky decomposition
From: |
Søren Hauberg |
Subject: |
Re: Inverse of Cholesky decomposition |
Date: |
Wed, 15 Jul 2009 19:39:43 +0200 |
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