RE: [Help-gsl] Matrix Inverse

[sxs4885]

Thank you for the reply. Below are few lines of code that I used for the 
inverse calculation.
 
gsl_matrix*my_h= gsl_matrix_alloc(numLegs,numLegs);
gsl_matrix*my_hinv= gsl_matrix_alloc (numLegs, numLegs);

for(i=0;i<numLegs;i++)
for(j=0;j<numLegs;j++)
        gsl_matrix_set(my_h, i,j,Hessian[i][j]);
 
 gsl_permutation * p = gsl_permutation_alloc(numLegs);
 int signum;
  gsl_linalg_LU_decomp (my_h, p, &signum);
 gsl_linalg_LU_invert (my_h, p, my_hinv);
 gsl_permutation_free(p);
  gsl_matrix_free(my_h);
 double alpha=1.0;
 gsl_vector *my_g = gsl_vector_alloc(numLegs);
 for(i=0;i<numLegs;i++)
 gsl_vector_set(my_g,i,gradient[i]);
 gsl_vector*Sol=gsl_vector_alloc(numLegs);
 gsl_blas_dgemv(CblasNoTrans, alpha,my_hinv,my_g,0.0,Sol);

Thanks,
Student.


________________________________

From: Joakim Hove [mailto:address@hidden
Sent: Tue 8/23/2005 7:55 AM
To: sxs4885
Cc: address@hidden
Subject: Re: [Help-gsl] Matrix Inverse



"sxs4885" <address@hidden> writes:


> I am using gsl to find the inverse of the matrix. [....]

Well,

show us some code, then maybe someone can help you.



Regards

Joakim



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