complex matrix operation

Brian Gough bjg@network-theory.co.uk
Wed Dec 19 13:20:00 GMT 2001


Amit Ashok writes:
 >  I want to use GSL in an optimization problem. The calculations
 > involved require various matrix and vector operations using complex
 > numbers. Does GSL support complex matrix operations such as:
 > Inverses, cholesky decomposition and other more basic operations ?
 > I would be very grateful if somebody can advice me as to the
 > complex matrix capabilities of GSL.

I have only implemented the decompositions for real matrices. At the
moment the best way to operate on complex matrices is with LAPACK,
passing the elements of the gsl_matrix object as arguments.  I'm
hoping someone might add the complex matrix decompositions to GSL one
day.

regards
Brian Gough



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