[R] Determinant and inverse using cholsky parameter

[Özgür Asar]

Hi,

Isn't the Cholesky decomposition of A=L (L)^T where T stands for "transpose"
and L is the Cholesky factor of A.

You say you have the  Cholesky decomposition, isn't it L (above)?

A<-L%*%t(L)
det(A) 
solve(A)

would be your answer.

Hope this helps
Ozgur



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