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Re: [Bug-gsl] About gsl_linalg_cholesky_svx(A,x)

From: Brian Gough
Subject: Re: [Bug-gsl] About gsl_linalg_cholesky_svx(A,x)
Date: Mon, 18 Sep 2006 20:55:22 +0100
User-agent: Mozilla/5.0 (X11; U; Linux i686; en-US; rv: Gecko/20060815 SeaMonkey/1.0.4

Chuhu Yang wrote:
Dear Mir or Madam,
Recently, I was using gsl. I found one problem with the function
I want to obtain a solution to a linear function AX=b. I used
gsl_linalg_cholesky_decomp(A) first. I obtained a correct Cholesky factor L.
A after calling gsl_linalg_cholesky_decomp is a combination of L and L'.
Then I used gsl_linalg_cholesky_svx(A,X) with A from the first step. I
couldn't obtain correct solution for X. I guess there is a bug in
However, I can get a correct solution by using
gsl_linalg_HH_svx(A,X) directly.
I hope this might help to make the function gsl_linalg_cholesky_svx better.

Thank you for your email -- please could you send a small example program that we can use to reproduce the problem.

Brian Gough

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

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