The gsl_cholesky_invert function was added in gsl-1.12. The attached patch provides support for it in GSLL.
Thanks Evgeniy. I added a conditional to check for the GSL version, and made some tests which are now committed.
On Sun, Jan 3, 2010 at 4:39 PM, Evgeniy Zhemchugov jini.zh@gmail.com wrote:
The gsl_cholesky_invert function was added in gsl-1.12. The attached patch provides support for it in GSLL.
Liam