Re: [R] about changing order of Choleski factorization and inverse operation of a matrix

> -Original Message- > From: r-help-boun...@r-project.org [mailto:r-help-bounces@r- > project.org] On Behalf Of Jie > Sent: Tuesday, July 31, 2012 2:23 PM > To: r-help@r-project.org > Subject: [R] about changing order of Choleski factorization and inverse > operation

[R] about changing order of Choleski factorization and inverse operation of a matrix

Dear All, My question is simple but I need someone to help me out. Suppose I have a positive definite matrix A. The funtion chol() gives matrix L, such that A = L'L. The inverse of A, say A.inv, is also positive definite and can be factorized as A.inv = M'M. Then A = inverse of (A.inv) =