Calculate Inverse of a Positive-Definite Matrix
DESCRIPTION:
The positive-definite matrix represented by
a
is inverted and
assigned to
a
.
USAGE:
solve(a, b, tol)
REQUIRED ARGUMENTS:
- a
-
an object inheriting from class
pdMat
, representing
a positive definite matrix.
OPTIONAL ARGUMENTS:
- b
-
this argument is only included for consistency with the generic
function and is not used in this method function.
- tol
-
an optional numeric value for the tolerance used in the
numerical algorithm. Defaults to
1e-7
.
VALUE:
a
pdMat
object similar to
a
, but with coefficients
corresponding to the inverse of the positive-definite matrix
represented by
a
.
SEE ALSO:
EXAMPLES:
pd1 <- pdCompSymm(3 * diag(3) + 1)
solve(pd1)