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[Help-gsl] Cholesky Factorization
From: |
JongKwan Kim |
Subject: |
[Help-gsl] Cholesky Factorization |
Date: |
Thu, 20 May 2010 11:38:09 -0600 |
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,
- [Help-gsl] Cholesky Factorization,
JongKwan Kim <=