f07fjc computes the inverse of a real symmetric positive definite matrix
, where
has been factorized by
f07fdc.
f07fjc is used to compute the inverse of a real symmetric positive definite matrix
, the function must be preceded by a call to
f07fdc, which computes the Cholesky factorization of
.
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 function. Please also consult the
Users' Note for your implementation for any additional implementation-specific information.
The complex analogue of this function is
f07fwc.
This example computes the inverse of the matrix
, where
Here
is symmetric positive definite and must first be factorized by
f07fdc.