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 <kwanu2...@gmail.com> > 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 mailing list > Help-gsl@gnu.org > http://lists.gnu.org/mailman/listinfo/help-gsl > _______________________________________________ Help-gsl mailing list Help-gsl@gnu.org http://lists.gnu.org/mailman/listinfo/help-gsl
