From: Emmanuel Benazera <ebenazer@email.arc.nasa.gov>
To: Brian Gough <bjg@network-theory.co.uk>
Cc: gsl-discuss@sources.redhat.com
Subject: Re: multivariate gaussian distribution (Code) / bugfix
Date: Wed, 28 Apr 2004 08:08:00 -0000 [thread overview]
Message-ID: <20040428053743.GA8929@wow.arc.nasa.gov> (raw)
In-Reply-To: <16368.4822.391415.710874@debian.local>
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Hi Brian,
There was an ugly bug in files I sent to this list a few months
ago. Someone kindly pointed it to me. So here is an updated version.
I've added a function that uses the Cholesky decomposition. On a simple
example, results appear deceiving compared to the LU decomposition.
Someone here would like to investigate further (code + results) before
using this function.
Btw, alpha doesn't appear in functions for triangular matrix that are
described p.117 of gsl-ref.
cheers,
Emmanuel
On Mon, Dec 29, 2003 at 11:41:10AM +0000, Brian Gough wrote:
> Emmanuel Benazera writes:
> > Hi,
> >
> > here is a tarball. Hope it helps.
> >
>
> Is there any advantage of LU over Cholesky decomposition?
>
> --
> Brian Gough
>
[-- Attachment #2: gsl_mvg.tar.gz --]
[-- Type: application/x-tar-gz, Size: 60578 bytes --]
prev parent reply other threads:[~2004-04-28 8:08 UTC|newest]
Thread overview: 6+ messages / expand[flat|nested] mbox.gz Atom feed top
2003-12-20 11:10 multivariate gaussian distribution Emmanuel Benazera
2003-12-22 14:21 ` Brian Gough
2003-12-28 10:29 ` multivariate gaussian distribution (Code) Emmanuel Benazera
2003-12-29 11:41 ` Brian Gough
2003-12-29 16:47 ` Emmanuel Benazera
2004-04-28 8:08 ` Emmanuel Benazera [this message]
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