int choleskyInverse

(const matrix &A, matrix &Ainv,
  const int* ignore)

computes the inverse of A and stores it in Ainv, if A is symmetric positive definite (SPD).

Documentation

computes the inverse of A and stores it in Ainv, if A is symmetric positive definite (SPD). Skips rows and columns indicated by 'ignore'.

Returns:

Returns 1 if A was SPD, 0 if not

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