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[Help-gsl] Inverse of the bidiagonals from gsl_linalg_cholesky_decomp(..

From: John Chludzinski
Subject: [Help-gsl] Inverse of the bidiagonals from gsl_linalg_cholesky_decomp(...) ?
Date: Wed, 22 Dec 2010 17:04:03 -0500

I want to compute the inverse of both L and L^T gotten from

1) What's the best way to a create bidiagonal  matrix from the result
of gsl_linalg_cholesky_decomp(...) where the 2 matrices are store in
the matrix passed in?

2) What's the best routine to use to compute the inverse of L and L^T
separately?  (I.e., I don't want to use
gsl_linalg_cholesky_invert(...), which gives me the inverse of the
original matrix.)?


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