Inverts the matrix $A$, given the Cholesky factorization $l$ of $A$.
Inverts the matrix $A$, given the Cholesky factorization $l$ of $A$.
The Cholesky factorization of matrix A
The solution
Solves the system of linear equations $Ax = b$, given the Cholesky factorization $l$ of $A$.
Solves the system of linear equations $Ax = b$, given the Cholesky factorization $l$ of $A$.
The Cholesky factorization of coefficient matrix A
The right-hand side vector b
The solution
Computes the mean vector of a collection of vectors
Computes the mean vector of a collection of vectors
The input vectors
The vector mean
A set of linear algebra helper functions