Dear Mir or Madam,
Recently, I was using gsl. I found one problem with the function
gsl_linalg_cholesky_svx(A,x).
I want to obtain a solution to a linear function AX=b. I used
gsl_linalg_cholesky_decomp(A) first. I obtained a correct Cholesky factor L.
A after calling gsl_linalg_cholesky_decomp is a combination of L and L'.
Then I used gsl_linalg_cholesky_svx(A,X) with A from the first step. I
couldn't obtain correct solution for X. I guess there is a bug in
gsl_linalg_cholesky_svx(A,X).
However, I can get a correct solution by using
gsl_linalg_HH_svx(A,X) directly.
I hope this might help to make the function gsl_linalg_cholesky_svx better.
Thanks,