Function UdUinversePD

bayes/src/UdU.cpp:820–840

}

SymMatrix::value_type UdUinversePD (SymMatrix& M)
/* Inverse of Positive Definite matrix
 * Input:
 *     M is a symmetric matrix
 * Output:
 *     M inverse of M, only updated if return value >0
 * Return:
 *     reciprocal condition number, -1 if negative, 0 if semi-definite (including zero)
 */
{
					// Abuse as a RowMatrix
	RowMatrix& M_matrix = M.asRowMatrix();
	SymMatrix::value_type rcond = UdUfactor (M_matrix, M_matrix.size1());
	// Only invert and recompose if PD
	if (rcond > 0) {
		bool singular = UdUinverse (M_matrix);
		assert (!singular); (void)singular;
		UdUrecompose_transpose (M_matrix);
	}
	return rcond;
}

SymMatrix::value_type UdUinversePD (SymMatrix& M, SymMatrix::value_type& detM)
/* As above but also computes determinant of original M if M is PSD