f07gjf computes the inverse of a real symmetric positive definite matrix
, where
has been factorized by
f07gdf, using packed storage.
f07gjf is used to compute the inverse of a real symmetric positive definite matrix
, the routine must be preceded by a call to
f07gdf, which computes the Cholesky factorization of
, using packed storage.
The computed inverse
satisfies
where
is a modest function of
,
is the
machine precision and
is the condition number of
defined by
Background information to multithreading can be found in the
Multithreading documentation.
Please consult the
X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this routine. Please also consult the
Users' Note for your implementation for any additional implementation-specific information.
The complex analogue of this routine is
f07gwf.
This example computes the inverse of the matrix
, where
Here
is symmetric positive definite, stored in packed form, and must first be factorized by
f07gdf.