Computes the inverse of a positive definite matrix from its Cholesky factor.
Note: x should be the Cholesky factor (L or U), not the original matrix.
Usage
mlx_cholesky_inv(x, upper = FALSE)
Arguments
- x
An mlx array.
- upper
Logical; if TRUE, x is upper triangular, otherwise lower triangular.
Value
The inverse of the original matrix (A^-1 where A = LL' or A = U'U).
Details
For a more R-like interface, see chol2inv().
Examples
# Create a positive definite matrix
A <- matrix(rnorm(9), 3, 3)
A <- t(A) %*% A
# Compute Cholesky factor
L <- chol(A, pivot = FALSE, upper = FALSE)
# Get inverse from Cholesky factor
A_inv <- mlx_cholesky_inv(as_mlx(L))