[NumPy-Tickets] [NumPy] #1915: Incomplete Cholesky Decomposition

[NumPy Trac]

#1915: Incomplete Cholesky Decomposition
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 Reporter:  goretkin      |       Owner:  pv         
     Type:  enhancement   |      Status:  new        
 Priority:  low           |   Milestone:  Unscheduled
Component:  numpy.linalg  |     Version:  none       
 Keywords:                |  
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 PyMC [http://code.google.com/p/pymc/] provides an  ichol function. The
 Fortran code (already f2py'd) is here: [https://github.com/pymc-
 devs/pymc/blob/master/pymc/gp/incomplete_chol.f]

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Ticket URL: <http://projects.scipy.org/numpy/ticket/1915>
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