R: Calculate Inverse of a Positive-Definite Matrix

Calculate Inverse of a Positive-Definite Matrix

solve(a, b, tol)

`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`.

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

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

Jose Pinheiro and Douglas Bates

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