> I presume that you want the density of a multivar normal distrib. You
> don't calculate the inverse; you just need the quadratic form. I think
> that Searle's matrix algebra book gives the computations. off hand, for
> the quad form x'A-1x I'd get the cholesky factor of A = LL' and solve
> for z in Lz = x and then z'z is the quad form.
Perfect! Thanks a lot
--
====================================
Gökhan BakIr
Insitute of Robotics and Mechatronics
German National Research Institute for Aero and Space
82234 Oberpfaffenhofen
Tel: + 49-8153 - 28 2440
ICQ : 82040497
www.fastray.de
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