Chenyang Wang writes: > My question is: is there any faster way to invert a symmetric positive > definite matrix? the cholesky method looks good, but it did not take > advantage of the fact that the inverse of a symmetric matrix is also a > symmetric matrix.
You can use the matrix L returned by the decomposition to compute the inverse another way if you want to. -- Brian Gough Network Theory Ltd, Publishing the GSL Manual --- http://www.network-theory.co.uk/gsl/manual/ _______________________________________________ Help-gsl mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-gsl
