I want to compute the inverse of both L and L^T gotten from gsl_linalg_cholesky_decomp(...).
1) What's the best way to a create bidiagonal matrix from the result of gsl_linalg_cholesky_decomp(...) where the 2 matrices are store in the matrix passed in? 2) What's the best routine to use to compute the inverse of L and L^T separately? (I.e., I don't want to use gsl_linalg_cholesky_invert(...), which gives me the inverse of the original matrix.)? ---John _______________________________________________ Help-gsl mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-gsl
