Dear Dr Kale,
Look at DSYTRI (symmetric indefinite matrix) or DPOTRI (symmetric positive
definite matrix) depending on your need.
Sincerely,
Julie
On Jan 22, 2012, at 11:30 PM, Jivendra Kale wrote:
Hi lapack team,
I am looking for a fast reliable Fortran subroutine to
invert a symmetric matrix using double precision
arithmetic. I took a look at the list of functions on
your website, but could not find one that did that
directly. Where can I find it?
Thank you for your help,
Jiv
Jivendra Kale, Ph.D., CFA
Professor of Finance
Graduate Business Programs
Saint Mary's College of California
Mailing Address:
P.O. Box 4240
Moraga, CA 94575-4240
Street Address:
380 Moraga Road
Moraga, CA 94556
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