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Inverse from Cholesky decomposition

Source: R/linalg_adv.R
chol2inv.Rd

Compute the inverse of a symmetric, positive definite matrix from its Cholesky decomposition. The input x should be an upper triangular matrix from chol().

Usage

chol2inv(x, size = NCOL(x), ...)

# Default S3 method
chol2inv(x, size = NCOL(x), ...)

# S3 method for class 'mlx'
chol2inv(x, size = NCOL(x), ...)

Arguments

x

An mlx matrix (2-dimensional array).

size

Ignored; included for compatibility with base R.

...

Additional arguments (unused).

Value

The inverse of the original matrix (before Cholesky decomposition).

See also

chol(), solve(), mlx_cholesky_inv()

Examples

A <- mlx_matrix(c(4, 1, 1, 3), 2, 2)
U <- chol(A)
A_inv <- chol2inv(U)
# Verify: A %*% A_inv should be identity
A %*% A_inv
#> mlx array [2 x 2]
#>   dtype: float32
#>   device: gpu
#>   values:
#>      [,1] [,2]
#> [1,]    1    0
#> [2,]    0    1