Inverts a symmetric positive-definite matrix without requiring the Matrix package.
sinv(obj)
| obj | The symmetric positive-definite matrix |
|---|
A matrix of the same size as the input object
This function does no error checking and it is up to the user to ensure that the input is indeed symmetric, positive-definite, and a matrix.
m <- matrix(c(1, 0, .5, .5, 0, 1, .5, .5, .5, .5, 1, .5, .5, .5, .5, 1), 4) sinv(m)#> [,1] [,2] [,3] [,4] #> [1,] 2 1 -1 -1 #> [2,] 1 2 -1 -1 #> [3,] -1 -1 2 0 #> [4,] -1 -1 0 2