Calculate Inverse of a Positive-Definite Matrix

Usage

solve(a, b, tol)

Arguments

a an object inheriting from class code{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.

Description

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

Value

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

Author(s)

Jose Pinheiro and Douglas Bates

See Also

pdMat

Examples

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


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