wehub-resource-sync
11 lines
272 B
Matlab
Executable File
11 lines
272 B
Matlab
Executable File
function W = invpd(M)
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% Compute A\B where A is a positive definite matrix
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% Input:
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% M: a positive difinie matrix
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% Written by Michael Chen (sth4nth@gmail.com).
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[U,p] = chol(M);
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if p > 0
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error('ERROR: the matrix is not positive definite.');
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end
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V = inv(U);
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W = V*V'; |