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You can factorize the matrix using LU or LDLT factorization algorithm. inverse of a diagonal matrix (D) is really simple. To find the inverse of L, which is a lower triangular matrix, you can find the answer in this link.www.mcs.csueastbay.edu/~malek/TeX/Triangle.pdfSince (A T )-1 = (A-1 )T for all matrix, you'll just have to find inverse of L and D.
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lu chao 67,890
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