From: Jason Stover <jstover@sdf.lonestar.org>
To: Jonathan Leto <jaleto@gmail.com>
Cc: gsl-discuss@sourceware.org, "Laskin,
Nick" <nick.laskin@tdsecurities.com>
Subject: Re: Calculating the square root of n?n positive-semidefinite real matrix A
Date: Thu, 01 Jul 2010 21:32:00 -0000 [thread overview]
Message-ID: <20100701213212.GB13367@SDF.LONESTAR.ORG> (raw)
In-Reply-To: <AANLkTilc5XZ4MVupccbMMgiIFuDDIKFVm_AMWmVFvrjf@mail.gmail.com>
On Thu, Jul 01, 2010 at 01:24:06PM -0700, Jonathan Leto wrote:
> I maintain the Math::GSL CPAN [0] module and recently a user asked me
> how to calculate the square root of a n?n positive-semidefinite real
> matrix A. I browsed
> through the GSL documentation and did not immediately find anything.
> Is there a way to do this currently with GSL?
The user is asking about a matrix factorization, probably Cholesky.
See the linear algebra section of the GSL manual, including
gsl_linalg_cholesky_decomp.
--
jstover@sdf.lonestar.org
SDF Public Access UNIX System - http://sdf.lonestar.org
prev parent reply other threads:[~2010-07-01 21:32 UTC|newest]
Thread overview: 2+ messages / expand[flat|nested] mbox.gz Atom feed top
2010-07-01 20:24 Calculating the square root of n×n " Jonathan Leto
2010-07-01 21:32 ` Jason Stover [this message]
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