|
| From: | Andrew Makhorin |
| Subject: | Re: [Help-glpk] inverse of a matrix |
| Date: | Tue, 2 Feb 2010 02:45:47 +0300 |
> I #39;m trying to set up a parameter which is a the inverse of > another parameter (a square matrix). Is there a way to do this in the > parameter definition in GMPL? The only way is to provide an explicit formula to compute the inverse. See a nice example of Cholseky factorization written in MathProg (param Chol): http://www.nd.edu/~jeff/Teaching/ESTM60203/GMPL_Examples/MVNormal.mod
| [Prev in Thread] | Current Thread | [Next in Thread] |