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From: | William Astle |
Subject: | [Help-gsl] eigenvalue decomposition of a symmetric matrix |
Date: | Fri, 24 Aug 2007 12:58:35 +0100 |
User-agent: | Thunderbird 2.0.0.5 (X11/20070724) |
Hi,I would like to obtain the eigenvalue decomposition of a symmetric matrix. What is the most efficient way of doing this using GSL? Is the best approach to use *gsl_linalg_SV_decomp*? Is there a faster method if one knows a priori that the matrix is symmetric?
Thanks Will _______________________________________ Will Astle Statistical Genetics Group Imperial College London
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