At Thu, 20 May 2010 17:33:18 -0600, JongKwan Kim wrote: > I would like to calculate the Cholesky matrix. > In order to do this, first I must know if the matrix is positive definite or > not. > > So, could you tell me how can I check it the matrix is positive definite or > not in GNU GSL?
Hello You can check the return code from gsl_linalg_cholesky_decomp (after turning off the default error handler, as described in the manual) - if it fails it is GSL_EDOM for a non positive-definite matrix. -- Brian Gough _______________________________________________ Help-gsl mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-gsl
