complex matrix operation

complex matrix operation

[Amit Ashok]

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Hi,
 
I want to use GSL in an optimization problem. The 
calculations involved require various matrix and vector operations using 
complex numbers. Does GSL support complex matrix operations such as: 
Inverses, cholesky decomposition and other more basic operations ? I would 
be very grateful if somebody can advice me as to the complex matrix capabilities 
of GSL.
 
regards,
Amit  
Radar Remote Sensing Group 
University of Cape Town
South Africa

Re: complex matrix operation

[Brian Gough]

Amit Ashok writes:
 >  I want to use GSL in an optimization problem. The calculations
 > involved require various matrix and vector operations using complex
 > numbers. Does GSL support complex matrix operations such as:
 > Inverses, cholesky decomposition and other more basic operations ?
 > I would be very grateful if somebody can advice me as to the
 > complex matrix capabilities of GSL.

I have only implemented the decompositions for real matrices. At the
moment the best way to operate on complex matrices is with LAPACK,
passing the elements of the gsl_matrix object as arguments.  I'm
hoping someone might add the complex matrix decompositions to GSL one
day.

regards
Brian Gough