Re: Matrix inversion using Cholesky factorization

John D'Errico wrote:


Mike Pierce wrote:


How would one go about inverting a matrix using cholesky
factorization in matlab?

If this is an insanly simple operation and I just failed at
using
the
help menu and google, a push in the right direction would be
much
appreciated.


Why do you wish to compute the inverse?
What will you do with it?

The reason I'm asking is much of the time
there will be better ways to solve your
problem than with an explicit inverse.

You may not even need to compute the
Cholesky factorization in the first
place.

John

I do infact need to simply take the inverse, the application is in
signal processing, but I just need to make sure cholesky method is
both faster than gaussian, and as stable.
.

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