[Top][All Lists]

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[Help-gsl] Inverse of a matrix

From: 廖宮毅
Subject: [Help-gsl] Inverse of a matrix
Date: Sat, 29 Apr 2006 15:07:17 +0800

Thanks for attention, I have a question about computing the inverse of a
matrix, for example, I want to calculate the value of the P.D.F. with a
set of sample(size N) Y from a multivariate normal distribution
(p-variate), with mean MU and covariance matrix SIGMA,  the P.D.F is :
   det(SIGMA)^(0.5*N)*exp(-0.5*(Y - MU)%*%inv(SIGMA)%*%(Y -MU))
my problem is: how to use GSL calculating the inverse of SIGMA?
I have found some solutions on the mailing list, but the solutions are
not easy to understand (due to my lack of knowledge), is there any
suggestion computing the inverse of a matrix (in a clear and direct
way)? Any comment is appreciated! 

reply via email to

[Prev in Thread] Current Thread [Next in Thread]