10-04-2007 03:30 PM
10-04-2007 05:18 PM
Hello Steve.
I am somewhat out of my depth here, but I found the following which may be of use to you.
From here:
> It is worth noting many applications can be recast to use
> a Cholesky decomposition instead of the square root.
In its Advanced Analysis library, CVI offers the Cholesky() and CxCholesky() functions.
Hope this helps,
Colin.