[Numpy-discussion] Cholesky factorization

Jeff Whitaker jsw at cdc.noaa.gov
Fri Aug 31 15:51:13 CDT 2001


I've uploaded a new version of my LinearAlgebra patch that adds a Cholesky
decomposition routine (cholesky_decomposition), as per Frederik's request.

-Jeff

On Fri, 31 Aug 2001, Fredrik Stenberg wrote:

> You read my mind......
>
> ;))
>
> /fredriks
>
>
> ------- Ursprungligt meddelande -------
> Från: jsw at cdc.noaa.gov
> Datum: Fri, 31 Aug 2001 08:32:01 -0700
>
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> <jsw at cdc.noaa.gov>
>
>
> Fredrik:  I could easily add this to the
> LinearAlgebra patches I've just submitted.  Are
> you thinking of an interface to the lapack routine
> dpotrf (cholesky factorization of a real symmteric
> pos definite matrix), or something else?
>
> -Jeff
>
> ---------------------------------------
> Hi..
>
> Has anyone written a Cholesky factorization for
> general
> matrices?
>
> Any package out there?
>
> The only one i know of is the python
> wrappers around lapack (pylapack).
>
> I could write it myself, but i prefer to be lazy ;))
>
> /fredriks
>
>
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-- 
Jeffrey S. Whitaker         Phone  : (303)497-6313
Meteorologist               FAX    : (303)497-6449
NOAA/OAR/CDC  R/CDC1        Email  : jsw at cdc.noaa.gov
325 Broadway                Web    : www.cdc.noaa.gov/~jsw
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