It seems that when gsl_linalg_cholesky_invert was added to gsl (v1.12),
its complex counterpart wasn't. There doesn't seem to be a
gsl_linalg_complex_cholesky_invert so this is a doc bug.
On 11/17/2011 05:44 PM, Rhys Ulerich wrote:
On Thu, Nov 17, 2011 at 6:32 AM, Matthias Sitte
<[email protected]> wrote:
What's the easiest way
to calculate the inverse of a complex Hermitian matrix with GSL?
If I'm not screwing up my basic linear algebra (which I often do), I
think gsl_linalg_complex_cholesky_decomp (documented at
http://www.gnu.org/s/gsl/manual/html_node/Cholesky-Decomposition.html)
to factorize a positive definite Hermitian matrix. If you just want
to apply the inverse to a vector, then
gsl_linalg_complex_cholesky_solve or gsl_linalg_complex_cholesky_svx
will accomplish that. If you want to form the actual inverse in
memory, then gsl_linalg_complex_cholesky_invert is what you want.
- Rhys
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