/// <summary>
/// Returns the inverse of this lower triangular matrix
/// </summary>
/// <returns></returns>
public new LowerTriangularMatrix Inverse()
{
LowerTriangularMatrix L = new LowerTriangularMatrix(rows, cols);
L.SetToInverse(this);
return(L);
}
/// <summary>
/// Sets this positive-definite matrix to inverse of a given positive-definite matrix
/// where a lower triangular workspace is passed.
/// </summary>
/// <param name="A">A symmetric positive-definite matrix, same size as <c>this</c>. Can be the same object as <c>this</c>.</param>
/// <param name="L">A workspace, same size as <paramref name="A"/>.</param>
/// <returns><c>this</c></returns>
/// <exception cref="PositiveDefiniteMatrixException">If <paramref name="A"/> is not positive definite.</exception>
public PositiveDefiniteMatrix SetToInverse(PositiveDefiniteMatrix A, LowerTriangularMatrix L)
{
CheckCompatible(L, nameof(L));
// Algorithm:
// A = L*L'
// inv(A) = inv(L')*inv(L)
bool isPD = L.SetToCholesky(A);
if (!isPD)
{
throw new PositiveDefiniteMatrixException();
}
L.SetToInverse(L);
SetToOuterTranspose(L);
return(this);
}
