

   IInnvveerrssee ffrroomm CChhoolleesskkii DDeeccoommppoossiittiioonn

        chol2inv(x, size=ncol(x))

   AArrgguummeennttss::

          x: a matrix.  The first `nc' columns of the upper
             triangle contain the Choleski decomposition of the
             matrix to be inverted.

       size: the number of columns of `x' containing the
             choleski decomposition.

   VVaalluuee::

        This matrix uses the given Choleski decomposition to
        invert the original positive definite matrix.  It
        returns the inverse of the decomposed matrix.

   RReeffeerreenncceess::

        Dongarra, J. J., J. R. Bunch, C. B. Moler and G. W.
        Stewart (1978).  LINPACK Users Guide.  Philadelphia:
        SIAM Publications.

   SSeeee AAllssoo::

        `chol', `solve'.

   EExxaammpplleess::

        cma <- chol(ma  <- cbind(1, 1:3, c(1,3,7)))
        t(cma) %*% cma # = ma
        all(diag(3) == ma %*% chol2inv(cma))# TRUE (at least approx.)

