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Re: [Help-gsl] Inverse of the bidiagonals from gsl_linalg_cholesky_decom
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From: |
Brian Gough |
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Subject: |
Re: [Help-gsl] Inverse of the bidiagonals from gsl_linalg_cholesky_decomp(...) ? |
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Date: |
Thu, 23 Dec 2010 14:15:02 +0000 |
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User-agent: |
Wanderlust/2.15.6 (Almost Unreal) Emacs/23.2 Mule/6.0 (HANACHIRUSATO) |
At Wed, 22 Dec 2010 17:04:03 -0500,
John Chludzinski wrote:
> 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.)?
Hi. The BLAS functions gsl_blas_dtrsm and gsl_blas_dtrsv give inverse
triangular-matrix products for vectors and matrices.
--
Brian Gough