docs: def inv_posdef(mat):
      """Stable inverse of a positive definite matrix."""
      # See:
      # - http://www.seas.ucla.edu/~vandenbe/103/lectures/chol.pdf
      # - http://scicomp.stackexchange.com/questions/3188
      chol = np.linalg.cholesky(mat)
      ident = np.eye(mat.shape[0])
      res = solve_triangular(chol, ident, lower=True, overwrite_b=True)
      return np.transpose(res).dot(res)