function [invmat] = cholinv(mat) % R = chol(mat); % Rtrans = R'; % % n = length(mat); % ident = eye(n,n); % % for i=1:n % % invmat(:,i) = R\(Rtrans\ident(:,i)); % % end mat = chol(mat); invmat = mat\eye(size(mat)); invmat = invmat * invmat';