Fast symmetric positive definite matrix inverse in matlab

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 NameSize
invChol_mex.c 4743
license.txt 1310
run_to_compile_and_test.m 1744

SocialTags: