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Re: Cholesky factorisation
I can't help hearing some sarcasm regarding IDL in David McClain's postings.
Why is that? After all, accepting computer's numerical precision is a matter of
faith, too, especially in life-critical applications Raytheon is developing. I
find using upper-level language like IDL very convenient, and availability of
"lower-level" tools like pointers is nice. C is great, but so is IDL I think.
If we don't trust functions written by others, we might as well wright
everything ourselves in C...
David McClain wrote:
> I use the method shown in Numerical Recipes, 2nd Ed. Coding in C and being
> clever allows it to run in under 3 microsec on a 6x6 array, which is a size
> commonly needed by one of our analyses. Doing it externally allows for both
> speed and error handling as you would want it. It also guarantees
> correctness, as verified by you, the coder; something that RSI would have
> you accept as a matter of faith...
> David McClain, Sr. Scientist
> Raytheon Systems Co.
> Tucson, AZ