[SciPy-dev] Sparse cholesky from the TAUCS library.

[Viral Shah]

I was wondering if anyone has plugged in TAUCS into scipy.

http://www.tau.ac.il/~stoledo/taucs/

It includes a sparse direct solver that can give us Cholesky. It also  
has incomplete factorizations and conjugate gradient. The sparse  
direct solver is used in Mathematica.

I believe the license also meets the requirements - but I could be  
wrong.

One route to get these solvers among others could be to integrate some  
of pytrilinos into scipy.

-viral