I have to find a way to calculate the inverse of matrix A using Cholesky decomposition. I understand that using Cholesky we can re-write A^(-1) as A^(-1)=L^(-T) L^(-1) =U^(-1)U^(-T) and the problem is reduced to finding the inverse of the triangular matrix. Obviously I can't use inv(L), because the whole point of this task is to compare several inverse finding methods. However, I fail to figure out how to do this. Is there a built-in function in Matlab for computing an inverse of triangular matrices?
MATLAB: Matrix inverse using Cholesky decomposition
choleskyinverse
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