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[Bug-gsl] RE: gsl_linalg_complex_cholesky_invert

From: Huan Wu
Subject: [Bug-gsl] RE: gsl_linalg_complex_cholesky_invert
Date: Tue, 8 Jun 2010 18:06:52 -0400

Please find attached the Cholesky invert for complex matrices and the testing 
I used gcc to compile and test it.


-----Original Message-----
From: Brian Gough [mailto:address@hidden
Sent: Monday, May 24, 2010 1:56 PM
To: Huan Wu
Cc: Patrick Alken
Subject: Re: gsl_linalg_complex_cholesky_invert

At Fri, 14 May 2010 11:18:37 -0400,
Huan Wu wrote:
> I noticed that the Cholesky invert function for complex Hermitian matrix
> is not available yet from release 1.14. I'm working on a project that
> needs it so I did the extension of the available function for real
> symmetric matrix (gsl_linalg_cholesky_invert, added to GSL in release
> 1.12), to the one for complex Hermitian matrix. I'd like to contribute
> the new one (gsl_linalg_complex_cholesky_invert) to the GSL but not sure
> if anybody else has already planned to do that (forgive my ignorance to
> the GSL community if I missed any should-to-know information as a first
> time user).
> Thanks,
> Huan
> Huan Wu
> Research In Motion Limited


Thanks for your email. Sorry for the delay in replying, I was on
holiday last week.  I'd like to include your function if you can also
make a test function, similar to test_cholesky_invert in test.c
(please send any patches to address@hidden).  I am pretty sure no-one
else is working on this.

Brian Gough

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Attachment: choleskyc_invert_test.c
Description: choleskyc_invert_test.c

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