Multi-dimensional minimization

[Brian Gough]

Nicolas Bouche writes:
 > i am trying to perform a multilinear fit such as,
 > 
 > \chi^2 = (y - X c)^T W (y - X c)
 > 
 >  with W non-diagonal! So gsl_multifit_wlinear  won't do it.
 > 
 > Is there  a routine in GSL to do this??

No, but it can be solved using a combination of matrix decomposition
routines.

-- 
Brian Gough

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