On 05/11/10 11:37 AM, JongKwan Kim wrote:
Hello everyone,I am working on gsl, but I have a quick question. I have to calculate the covariance matrix and cholesky factorization for a matrix. I have a matrix like below... a = [ 0.5 0.4 0.7; 0.9 0.3 0.3; 0.1 0.7 0.6] So, do you know how to calculate the covariance matrix and cholesky factorization? I mean... GNU has a library for those? If you have any idea to solve this, please let me know.... Thanks,
Hi JongKwan: I don't think this question makes sense. A constant matrix has no covariance. Rodney _______________________________________________ Help-gsl mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-gsl
