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Re: Calculating the square root of n?n positive-semidefinite realmatrix A


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
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