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## Re: [Help-gsl] inverting a symmetric positive definite matrix

**From**: |
Brian Gough |

**Subject**: |
Re: [Help-gsl] inverting a symmetric positive definite matrix |

**Date**: |
Fri, 27 Jan 2006 19:15:09 +0000 |

Chenyang Wang writes:
>* My question is: is there any faster way to invert a symmetric positive*
>* definite matrix? the cholesky method looks good, but it did not take*
>* advantage of the fact that the inverse of a symmetric matrix is also a*
>* symmetric matrix. *
You can use the matrix L returned by the decomposition to compute the
inverse another way if you want to.
--
Brian Gough
Network Theory Ltd,
Publishing the GSL Manual --- http://www.network-theory.co.uk/gsl/manual/