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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