Dear R list members,

I have a vector of Cholesky parameterization of a matrix let say A. I would like to compute the determinant and inverse of the original matrix A from the vector of cholesky parameters , would you suggest an R function to do the task. I have tried hard but unable to find anything like that.

Please direct me any package or please share R code that can do the task.

Thanks and regards,
B.Nataraj


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