R: Inverse of a symmetric positive-definite matrix
pd.solve
R Documentation
Inverse of a symmetric positive-definite matrix
Description
The inverse of a symmetric positive-definite matrix and its log-determinant
Usage
pd.solve(x, silent = FALSE, log.det=FALSE)
Arguments
x
a symmetric positive-definite matrix.
silent
a logical value which indicates the action to take in case of
an error. If silent==TRUE and an error occurs, the function
silently returns a NULL value; if silent==FALSE (default),
an error generates a stop with an error message.
log.det
a logical value to indicate whether the log-determinant
of x is required (default is FALSE).
Details
The function checks that x is a symmetric positive-definite
matrix. If an error is detected, an action is taken which depends on the
value of the argument silent.
Value
the inverse matrix of x; if log.det=TRUE, this inverse has an
attribute which contains the logarithm of the determinant of x.