transpose copy at end of cholesky_decomp

James Bergstra
Sun Mar 26 01:35:00 GMT 2006

I am wondering, why does the routine gsl_linalg_cholesky_decomp(gsl_matrix*A)
include nested for loops at the end that transpose-copy the lower triangle of A
into the upper triangle of A?  

Could the library expose another routine in which the post-processing is at
least optional?

gsl_linalg_cholesky_decomp_lower(gsl_matrix*A) for example?

james bergstra

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