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2010 Apr 13
1
Lapack, determinant, multivariate normal density, solution to linear system, C language
...of a symmetric matrix in packed storage. Apparently, there are no explicit routines for this as part of Lapack. While there IS an explicit routine for this in Linpack, I did not want to use the older library. Also, right before I needed the determinant of the matrix A, I had used the Lapack routine dspsv to solve the linear system Ax=b, which does much of the work of computing a determinant also. In fact, the solution I came up with involves the output of this routine (which might be obvious to Lapack designers, but not me) My modest Googleing turned up very little unique material (as is typical w...