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[Help-gsl] copying the symmetric part of a matrix necessary?

From: Mstislav Elagin
Subject: [Help-gsl] copying the symmetric part of a matrix necessary?
Date: Mon, 14 Aug 2006 17:52:01 +0200
User-agent: Thunderbird (Windows/20060308)

Dear GSLers,

first I would like to thank the developers for bringing to us such a very useful and clearly written piece of software as GSL.

I came across a rather silly problem and feel I am overlooking something simple. Please help me sort it out.

In a problem that I am solving a symmetric matrix is constructed using the procedure gsl_blas_dsyr that takes the parameter Uplo and thus provides for storing only the upper or lower part of the result matrix.

Later on, I need the Cholesky factorization of S. However, the
procedure gsl_linalg_cholesky_decomp does not accept a parameter of
type CBLAS_UPLO_t, so I assume it awaits a _full_ symmetric matrix,
not only the upper or lower part. This looks strange to me, since the
Cholesky decomposition is only defined for symmetric matrices and it
would be logical to let the user supply a partly stored matrix
obtained from another GSL procedure.

Do I actually need to copy elements from one part to the other in
order to pass the matrix to gsl_linalg_cholesky_decomp? How do I do
this with GSL short of explicit loops?

Thanks for your help in advance

Mstislav Elagin

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