Function computes the inverse of a matrix.
Arguments
- mat
A matrix
- method
Which method to use. 1 is Cholesky
chol2inv(chol(mat)
, 2 is usingsolve(mat)
and 3 is the Moore-Penrose generalized inverse (pseudoinverse).- tol
The tolerance at which we should identify a singular value as zero (used in pseudoinverse calculation).
- pseudo_on_fail
If another method fails should the Moore-Penrose generalized inverse (pseudoinverse) be used?
- ...
Not used.