The following Matlab project contains the source code and Matlab examples used for matrix inversion using cholesky decomposition.
Finds the inverse of the matrix X, given its (lower triangular) Cholesky Decomposition; i.e. X = LL', according to the paper 'Matrix Inversion Using Cholesky Decomposition', Aravindh Krishnamoorthy, Deepak Menon, arXiv:1111.4144.

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 |
---|---|

inv_chol.m | 1259 |

license.txt | 1323 |