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

From: John Chludzinski
Subject: [Help-gsl] Re: Inverse of the bidiagonals from gsl_linalg_cholesky_decomp(...) ?
Date: Thu, 23 Dec 2010 13:18:09 -0500

1) How did I store the lower triangular matrix into a SIZExSIZE matrix:

    for (int i = 0; i < SIZE; i++)
      for (int j = 0; j <= i; j++)
        *(L->data + (i*SIZE + j)) = *(M->data + (i*SIZE + j));

2) How did I compute the inverse if that (lower triangular) matrix:

    gsl_linalg_LU_decomp(L, p, &s);
    gsl_linalg_LU_invert(L, p, Linv);


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