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[Help-gsl] Cholesky Factorization


From: JongKwan Kim
Subject: [Help-gsl] Cholesky Factorization
Date: Thu, 20 May 2010 11:38:09 -0600

Hi all,

I would like to calculate the Cholesky Factorization of one single matrix
like below using GSL.

X =
    1    1    1    1    1
    1    2    3    4    5
    1    3    6   10   15
    1    4   10   20   35
    1    5   15   35   70


Do you guys know if GSL has a library to calculate the Cholesky
Factorization.
If it has the library, can you give me the example?

Thanks,


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