Re: [Help-gsl] inverting a symmetric positive definite matrix

[Brian Gough]

Chenyang Wang writes:
 > My question is: is there any faster way to invert a symmetric positive
 > definite matrix? the cholesky method looks good, but it did not take
 > advantage of the fact that the inverse of a symmetric matrix is also a
 > symmetric matrix. 

You can use the matrix L returned by the decomposition to compute the
inverse another way if you want to.

-- 
Brian Gough

Network Theory Ltd,
Publishing the GSL Manual --- http://www.network-theory.co.uk/gsl/manual/