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[Help-gsl] Inverse of the bidiagonals from gsl_linalg_cholesky_decomp(..
From: |
John Chludzinski |
Subject: |
[Help-gsl] Inverse of the bidiagonals from gsl_linalg_cholesky_decomp(...) ? |
Date: |
Wed, 22 Dec 2010 17:04:03 -0500 |
I want to compute the inverse of both L and L^T gotten from
gsl_linalg_cholesky_decomp(...).
1) What's the best way to a create bidiagonal matrix from the result
of gsl_linalg_cholesky_decomp(...) where the 2 matrices are store in
the matrix passed in?
2) What's the best routine to use to compute the inverse of L and L^T
separately? (I.e., I don't want to use
gsl_linalg_cholesky_invert(...), which gives me the inverse of the
original matrix.)?
---John
- [Help-gsl] Inverse of the bidiagonals from gsl_linalg_cholesky_decomp(...) ?,
John Chludzinski <=