EVOLUTION-MANAGER
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<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd"><html xmlns="http://www.w3.org/1999/xhtml"><head><title>R: Inverse from Choleski (or QR) Decomposition</title> <meta http-equiv="Content-Type" content="text/html; charset=utf-8" /> <link rel="stylesheet" type="text/css" href="R.css" /> </head><body> <table width="100%" summary="page for chol2inv {base}"><tr><td>chol2inv {base}</td><td style="text-align: right;">R Documentation</td></tr></table> <h2>Inverse from Choleski (or QR) Decomposition</h2> <h3>Description</h3> <p>Invert a symmetric, positive definite square matrix from its Choleski decomposition. Equivalently, compute <i>(X'X)^(-1)</i> from the (<i>R</i> part) of the QR decomposition of <i>X</i>. </p> <h3>Usage</h3> <pre> chol2inv(x, size = NCOL(x), LINPACK = FALSE) </pre> <h3>Arguments</h3> <table summary="R argblock"> <tr valign="top"><td><code>x</code></td> <td> <p>a matrix. The first <code>size</code> columns of the upper triangle contain the Choleski decomposition of the matrix to be inverted.</p> </td></tr> <tr valign="top"><td><code>size</code></td> <td> <p>the number of columns of <code>x</code> containing the Choleski decomposition.</p> </td></tr> <tr valign="top"><td><code>LINPACK</code></td> <td> <p>logical. Defunct and ignored (with a warning for true value).</p> </td></tr> </table> <h3>Value</h3> <p>The inverse of the matrix whose Choleski decomposition was given. </p> <p>Unsuccessful results from the underlying LAPACK code will result in an error giving a positive error code: these can only be interpreted by detailed study of the FORTRAN code. </p> <h3>Source</h3> <p>This is an interface to the LAPACK routine <code>DPOTRI</code>. LAPACK is from <a href="http://www.netlib.org/lapack">http://www.netlib.org/lapack</a> and its guide is listed in the references. </p> <h3>References</h3> <p>Anderson. E. and ten others (1999) <em>LAPACK Users' Guide</em>. Third Edition. SIAM. Available on-line at <a href="http://www.netlib.org/lapack/lug/lapack_lug.html">http://www.netlib.org/lapack/lug/lapack_lug.html</a>. </p> <p>Dongarra, J. J., Bunch, J. R., Moler, C. B. and Stewart, G. W. (1978) <em>LINPACK Users Guide</em>. Philadelphia: SIAM Publications. </p> <h3>See Also</h3> <p><code><a href="chol.html">chol</a></code>, <code><a href="solve.html">solve</a></code>. </p> <h3>Examples</h3> <pre> cma <- chol(ma <- cbind(1, 1:3, c(1,3,7))) ma %*% chol2inv(cma) </pre> <hr /><div style="text-align: center;">[Package <em>base</em> version 3.6.0 <a href="00Index.html">Index</a>]</div> </body></html>