{
Double_t m[9][9] =
{ { 99.69, 76.02, 42.7, 15.49, 3.102, -11.61, -35.31, -75.52, -114.5 },
{ 76.02, 71.42, 51.38, 21.98, 10.54, -8.492, -34.63, -80.02, -108.2 },
{ 42.7, 51.38, 60.21, 35.97, 17.69, -6.457, -29.58, -74.37, -97.53 },
{ 15.49, 21.98, 35.97, 46.7, 33.56, 3.402, -23.46, -54.44, -79.2 },
{ 3.102, 10.54, 17.69, 33.56, 49.77, 28.94, -2.234, -48.03, -93.32 },
{ -11.61, -8.492, -6.457, 3.402, 28.94, 63.86, 31.35, -26.88, -74.11 },
{ -35.31, -34.63, -29.58, -23.46, -2.234, 31.35, 80.68, 56.59, -43.41 },
{ -75.52, -80.02, -74.37, -54.44, -48.03, -26.88, 56.59, 182, 120.7 },
{ -114.5, -108.2, -97.53, -79.2, -93.32, -74.11, -43.41, 120.7, 489.6 } };
#if 1 /* 0 or 1 */
TMatrixDSym covMatrix(9, (Double_t*)m, ""); // "" or "F"
covMatrix.Print();
cout << "determinant = " << covMatrix.Determinant() << endl;
TMatrixDSym covInvert(covMatrix); covInvert.Invert(); // uses the LU decomposition
covInvert.Print();
cout << "determinant = " << covInvert.Determinant() << endl;
#else /* 0 or 1 */
TMatrixD covMatrix(9, 9, (Double_t*)m, ""); // "" or "F"
covMatrix.Print();
cout << "determinant = " << covMatrix.Determinant() << endl;
TMatrixD covInvert(covMatrix); covInvert.Invert(); // uses the LU decomposition
covInvert.Print();
cout << "determinant = " << covInvert.Determinant() << endl;
#endif /* 0 or 1 */
}
BTW. You can use different decomposition classes for inverting; see → Matrix Linear Algebra