#!/usr/bin/env ruby require("gsl") include GSL include Linalg m = NArray[[4.0, 2], [2, 3]] c = Cholesky.decomp(m) p c b = NArray[1.0, 2] p Cholesky.solve(c, b) # Expected [-0.125, 0.75] b = NArray[1.0, 2] Cholesky.svx(c, b) p b