Function rgsl::linear_algebra::cholesky_invert

pub fn cholesky_invert(cholesky: &mut MatrixF64) -> Value

This function computes the inverse of a matrix from its Cholesky decomposition cholesky, which must have been previously computed by gsl_linalg_cholesky_decomp or gsl_linalg_complex_cholesky_decomp. On output, the inverse is stored in-place in cholesky.