Re: inverse symmetric matrix

Yasser H. Abdel-Haleem wrote:
> Hi,
> 
> I would like to get the inverse of a symmetric matrix. Currently, I copy 
> it to a dense matrix and get the inverse using LU inverse.  However, I 
> search a very fast method to do that directly without this intermediate 
> step. Can any one suggest a solution?

For symmetric matrices you should use the Cholesky-Factorization 
(similar to LU: A = L L^T) I don't know if someone implemented it 
already for MTL, but google gives lots if information about that.

mfg
Gunter

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