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Re: [Help-gsl] Inverse of the bidiagonals from gsl_linalg_cholesky_decom

From: Brian Gough
Subject: Re: [Help-gsl] Inverse of the bidiagonals from gsl_linalg_cholesky_decomp(...) ?
Date: Thu, 23 Dec 2010 14:15:02 +0000
User-agent: Wanderlust/2.15.6 (Almost Unreal) Emacs/23.2 Mule/6.0 (HANACHIRUSATO)

At Wed, 22 Dec 2010 17:04:03 -0500,
John Chludzinski wrote:
> 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.)?

Hi. The BLAS functions gsl_blas_dtrsm and gsl_blas_dtrsv give inverse
triangular-matrix products for vectors and matrices.

Brian Gough

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