The following Matlab project contains the source code and Matlab examples used for fast symmetric positive definite matrix inverse.
We can exploit the structure of a real, positive definite, symmetric matrix by using the Cholesky decomposition to compute the inverse.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

## Project Files:

File Name | Size |
---|---|

invChol_mex.c | 4743 |

license.txt | 1310 |

run_to_compile_and_test.m | 1744 |