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la.inverses.invSymmetric
Compute the inverse of a symmetric positive definite n×n matrix A.
Syntax
la.inverses.invSymmetric(A, options?)
Description
Compute the inverse of a symmetric positive definite n×n matrix A. Uses Cholesky factorization: A = L*L^T (or U^T*U), then computes A^(-1) from this factorization. This is more efficient than general matrix inversion when A is known to be symmetric positive definite.
Parameters
| Name | Description |
|---|---|
| A | - Input symmetric positive definite matrix (n × n) |
| options(optional) | - Computation options |
Returns
InvSymmetricResult