Re: chol2inv for Octave?

[Mike Miller]

On Fri, 6 May 2005, Michael Creel wrote:

> function a_inv = chol2inv(a)
>    b = inv(chol(a));
>    a_inv = b*b';
> endfunction
>
> That'll be 25 cents, please. Next?


I'm not going to buy it unless it is faster than inv.  I think it is 
slower than inv.  Also, it has the wrong syntax.  chol2inv should take the 
upper triangle as input and put out the inverse.  That is (as I wrote 
earlier):

chol2inv(chol(A))  should give us the inverse of A.

Mike



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