Re: [Help-gsl] Inverse of complex Hermitian matrices?

[Rhys Ulerich]

On Thu, Nov 17, 2011 at 6:32 AM, Matthias Sitte
<address@hidden> wrote:
> What's the easiest way
> to calculate the inverse of a complex Hermitian matrix with GSL?

If I'm not screwing up my basic linear algebra (which I often do), I
think gsl_linalg_complex_cholesky_decomp (documented at
http://www.gnu.org/s/gsl/manual/html_node/Cholesky-Decomposition.html)
to factorize a positive definite Hermitian matrix.  If you just want
to apply the inverse to a vector, then
gsl_linalg_complex_cholesky_solve or gsl_linalg_complex_cholesky_svx
will accomplish that.  If you want to form the actual inverse in
memory, then gsl_linalg_complex_cholesky_invert is what you want.

- Rhys