2017-12-12

## copy upper triangular part of a symmetric pd matrix to its lower triangular part after finding inverse

问题内容: I want to find the inverse of a symmetric positive definite matrix. I am using lapack’s “dpotri” subroutine which uses Cholesky decomposition to find the inverse. However it returns the same matrix with upper or lower part modified to contain the inverse elements. Let us say I choose the UPLO=’U’ thus saving inverse elements