Hi, It really helps for the matrix inversion. What should I use for the determinant? Thank you! Pierre-Luc Drouin On Sat, 12 Jul 2003, Valeri Fine wrote: > 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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