[SciPy-dev] cholesky decomposition for banded matrices

Jonathan Taylor jonathan.taylor at stanford.edu
Tue Nov 21 13:46:55 CST 2006


A week or so ago, I asked about generalized eigenvalue problems for 
banded matrices -- turns out all I needed was a Cholesky decomposition.

I added support for banded cholesky decomposition and solution of banded 
linear systems with Hermitian or symmetric matrices in scipy.linalg with 
some tests. The tests are not as exhaustive as they should be....

Patch is attached.

-- Jonathan
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