* Calculating the square root of n×n positive-semidefinite real matrix A
@ 2010-07-01 20:24 Jonathan Leto
2010-07-01 21:32 ` Calculating the square root of n?n " Jason Stover
0 siblings, 1 reply; 2+ messages in thread
From: Jonathan Leto @ 2010-07-01 20:24 UTC (permalink / raw)
To: gsl-discuss; +Cc: Laskin, Nick
Howdy,
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?
Thanks,
Duke
[0] - http://search.cpan.org/dist/Math-GSL/
--
Jonathan "Duke" Leto
jonathan@leto.net
http://leto.net
^ permalink raw reply [flat|nested] 2+ messages in thread
* Re: Calculating the square root of n?n positive-semidefinite real matrix A
2010-07-01 20:24 Calculating the square root of n×n positive-semidefinite real matrix A Jonathan Leto
@ 2010-07-01 21:32 ` Jason Stover
0 siblings, 0 replies; 2+ messages in thread
From: Jason Stover @ 2010-07-01 21:32 UTC (permalink / raw)
To: Jonathan Leto; +Cc: gsl-discuss, Laskin, Nick
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
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