Hi

check the function "dmvnorm" in
http://www.mail-archive.com/[email protected]/msg00631.html

I hope that can help you to solve your problem.

Cheers,
Ralph.


On Sat, Oct 11, 2008 at 12:16 PM, Adhithya Ravichandran <
[EMAIL PROTECTED]> wrote:

> Hi
> I am using the linear algebra header for one of my simulations. I want to
> invert a matrix and i tried using the gsl LU invert function for real
> numbers.
>
> Whatever be the order of the square matrix , only the last two rows of the
> output has valid numbers. the rest of it is either "nan" or "inf" which is
> wrong.
>
> Am I using the function in a wrong manner? I have been using a permutation
> matrix which is the identity matrix. do i need to change it?
>
> Adhithya
>
>
>
>
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