Hi Pierre, Your matrix is probably not only symmetric but also postive definite (x^T A x >= 0) For this case the TMatrixD::InvertPosDef() is the best choice. Determinant is calculated through Double_t TMatrixD::Determinant(). Eddy > > 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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