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Re: Calculating the square root of n?n positive-semidefinite realmatrix A
- From: Jason Stover <jstover at sdf dot lonestar dot org>
- To: Jonathan Leto <jaleto at gmail dot com>
- Cc: gsl-discuss at sourceware dot org, "Laskin, Nick" <nick dot laskin at tdsecurities dot com>
- Date: Thu, 1 Jul 2010 21:32:12 +0000
- Subject: Re: Calculating the square root of n?n positive-semidefinite realmatrix A
- References: <AANLkTilc5XZ4MVupccbMMgiIFuDDIKFVm_AMWmVFvrjf@mail.gmail.com>
- Reply-to: jason at sakla dot net
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.
--
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