
From:  Ralph Silva 
Subject:  Re: [Helpgsl] Inverse of a matrix 
Date:  Sat, 29 Apr 2006 16:49:54 +0000 
Hi, attached I have my own functions for multivariate normal, Student t and Wishart distributions. You can take a look and see how the inverse of a matrix is calculated. All the functions were compared with the results of R2.2.1 software ( http://www.rprojec.org ) and seem to be working perfectly. Regards, Ralph. On 4/29/06, 廖宮毅 <address@hidden> wrote:
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 (pvariate), 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! _______________________________________________ Helpgsl mailing list address@hidden http://lists.gnu.org/mailman/listinfo/helpgsl
rmv.c
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rmv.h
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test.c
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Makefile
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