\title{chol2inv} \name{chol2inv-methods} \description{ Invert a symmetric, positive definite square matrix from its Choleski decomposition. Equivalently, compute \eqn{(X'X)^{-1}}{(X'X)^(-1)} from the (\eqn{R} part) of the QR decomposition of \eqn{X}. } \seealso{ \code{\link[base]{chol2inv}} (from the \pkg{base} package), \code{\link{solve}}. } %%-- In Rd preview (after C-c C-p), "se" ([s]kip to [e]xamples): %%-- "l" works at the 1st line, but does not go further from the 2nd \examples{ (M <- cbind(1, 1:3, c(1,3,7))) (cM <- chol(M)) # a "Cholesky" object... chol2inv(cM) \%*\% M # the identity stopifnot(all(chol2inv(cM) \%*\% M - Diagonal(nrow(M))) < 1e-10) } \keyword{algebra}