Thanks for all who replied me to this topic. I have the "L" (cholesky 
decomposed matrix)as a vector listed as columwise as mentioned in the article 
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.31.494 and looking for 
functions to convert the vector into inverse matrix ( but chol2inv mentioned by 
Kjetil, takes up matrix form) and the corresponding determinant value (square 
of the product of the diagonal element of the L).

I am going to use the function in an maximum likelihood optimization routine 
for estimating variables in a variance-covariance matrix.

Thanks and regards,
B.Nataraj



-----Original Message-----
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On 
Behalf Of Özgür Asar
Sent: Friday, June 08, 2012 7:38 PM
To: r-help@r-project.org
Subject: Re: [R] Determinant and inverse using cholsky parameter

Hi,

Isn't the Cholesky decomposition of A=L (L)^T where T stands for "transpose"
and L is the Cholesky factor of A.

You say you have the  Cholesky decomposition, isn't it L (above)?

A<-L%*%t(L)
det(A)
solve(A)

would be your answer.

Hope this helps
Ozgur



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