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Cholesky decomposition



Hello,
After checking out GSL I read the TODO of linalg.  Based on this I
submit a cholesky decomposition.  At least it passed my few tests I
did.
And it shows why I suggested some time ago a speedup in the functions
copying vectors and matrices.  If source and target are the same then
return at once.

The uuencoded gzip'ed file is at the end.  It is short, therefor I
hope it is correct to post it thru the list. Maybe there are some
comments from others.

Bye
Thomas

========= cholesky start =============
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`
end
========= cholesky end =============


-- 
Warum hat eine Leiterbahn keine 90 Grad Winkel sondern 2 mal 45 Grad?
Weil die Elektronen sonst immer gegen die Wand laufen 8-)))

----------------------------------------------
Dipl. Phys. Thomas Walter
Inst. f. Physiklische Chemie II
Egerlandstr. 3				Tel.: ++9131-85 27326 / 27330
91058 Erlangen, Germany			email: walter@pctc.chemie.uni-erlangen.de

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