[ROOT] Compute the determinant and invert a covariance matrix

From: Pierre-Luc Drouin (pldrouin@physics.carleton.ca)
Date: Sat Jul 12 2003 - 17:02:16 MEST 

Hello,

I've to compute the determinant and to invert a matrix in order to
evaluate density probabilities in a multi-gaussian distribution. So the
matrix is symmetric, and diagonal terms are 2-3 order of magnitudes bigger
than off-diagnoal terms. I want to minimize the error of truncature on
determinant and inverse matrix. What should I use instead of
TMatrix::Invert ?

Thank you!

Pierre-Luc Drouin

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