Invert a symmetric positive-definite matrix

Inverts a (typically small) symmetric positive-definite matrix using a Cholesky factorisation, falling back to a general solve when the Cholesky fails. When a torch backend is active and mat is a tensor, the factorisation runs on the accelerator (or CPU for MPS) and the result is returned on the input device. Exposed for downstream packages (e.g. spiDE) that reuse SpaNorm's fitting machinery for Wald-type inference.

Usage

invert_mat(mat)

Arguments

mat

a symmetric positive-definite matrix (base matrix or torch tensor).

Value

the matrix inverse, in the same representation as mat.

Examples

m <- crossprod(matrix(rnorm(30), 10, 3))
invert_mat(m)
#>             [,1]        [,2]        [,3]
#> [1,]  0.06695051 -0.01098789  0.05112750
#> [2,] -0.01098789  0.18775345 -0.01322082
#> [3,]  0.05112750 -0.01322082  0.24485474