RE: [ROOT] Compute the determinant and invert a covariance matrix

From: Valeri Fine (fine@bnl.gov)
Date: Sat Jul 12 2003 - 21:49:31 MEST 

Check out the class:
http://root.cern.ch/root/htmldoc/TCL.html 

See documentation:
http://wwwinfo.cern.ch/asdoc/shortwrupsdir/f112/top.html 
http://wwwasdoc.web.cern.ch/wwwasdoc/shortwrupsdir/f110/top.html 

        Hope this helps, Valeri

> -----Original Message-----
> From: owner-roottalk@pcroot.cern.ch
[mailto:owner-roottalk@pcroot.cern.ch]
> On Behalf Of Pierre-Luc Drouin
> Sent: Saturday, July 12, 2003 5:02 PM
> To: roottalk@pcroot.cern.ch
> Subject: [ROOT] Compute the determinant and invert a covariance matrix
> 
> 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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