On Monday, September 5, 2016 at 1:52:40 PM UTC-4, Mirmu wrote: > > I am currently needing a loop, keeping track of two large matrices. > One is a container for a Cholesky Factor F, and I update it using the > on-place version lowrankupdate!. > The other one is its inverse, say M, that I can compute simply doing > inv(F). >
(If you have the cholesky factor, why are you computing the inverse? Almost anything you might want to do with the inverse matrix can be done more efficiently with the Cholesky factor directly.)
