On 28/04/2008, [EMAIL PROTECTED] <[EMAIL PROTECTED]> wrote: > I've checked that the det(sigma) > 0.
Oh, btw: determinants are a very poor method to gauge the numerical invertibility of a matrix. Consider, a 0.1*Id, where Id is the 100x100 identity matrix. The determinant of that matrix would be very small, whereas its condition number is 1. On the other hand, consider Id - U where U is a strictly upper triangular matrix of ones (zeroes along the diagonal too). Then if Id - U is 100x100, its condition number is 100*2^99 (and if you try to invert it, you'll see that entries get exponentially large). These examples are from section 2.7.3 of Golub and Van Loan. My guess is still that you're attempting to invert an ill-conditioned matrix, so please show us your matrix. HTH, - Jordi G. H. _______________________________________________ Help-gsl mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-gsl
