Re: [Help-gsl] Cholesky Factorization

[Alejandro Cámara Iglesias]

Hello,

I think GSL has the mentioned procedure. You can find the documentation in
Ref. [1]. Reading the examples of the first chapters of the GSL manual (Ref.
[2]) will provide you with the tools for the definition of matrices and the
usage of the functions. I hope you find it useful :-)

Best regards,

[1]:
http://www.gnu.org/software/gsl/manual/html_node/Cholesky-Decomposition.html
<http://www.gnu.org/software/gsl/manual/html_node/Cholesky-Decomposition.html>
[2]: http://www.gnu.org/software/gsl/manual/html_node/index.html
--
Alejandro Cámara


2010/5/20 JongKwan Kim <address@hidden>

> 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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