[R] inverse function for positive definite matrix

Yulei He yuleih at umich.edu
Fri Oct 31 02:39:57 CET 2003


Hi, there.

Can anyone tell me inverse function for positive definite matrix in R? In
GAUSS, this function is called invpd and is known to be faster than the
normal inverse function.

Thanks!


Yulei

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Yulei He
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