nlme (version 3.1-13)

solve.pdMat: Calculate Inverse of a Positive-Definite Matrix

Description

The positive-definite matrix represented by a is inverted and assigned to a.

Usage

solve(a, b, tol)

Arguments

a

an object inheriting from class pdMat, representing a positive definite matrix.

b

this argument is only included for consistency with the generic function and is not used in this method function.

tol

an optional numeric value for the tolerance used in the numerical algorithm. Defaults to 1e-7.

Value

• a pdMat object similar to a, but with coefficients corresponding to the inverse of the positive-definite matrix represented by a.

See Also

pdMat

Examples

pd1 <- pdCompSymm(3 * diag(3) + 1)
solve(pd1)