[SciPy-user] Indefinite coefficient matrix

Robert Cimrman cimrman3 at ntc.zcu.cz
Tue Dec 12 05:35:57 CST 2006


Nils Wagner wrote:
> Hi all,
> 
> I wan't to solve a system of linear equations
> 
> A x = b,
> 
> where A is symmetric but indefinite. Thus one cannot use a Cholesky
> factorization L L^T.
> AFAIK one can use an L D L^T - factorization, where D is a diagonal matrix.
> Is this factorization available in numpy/scipy ?

Nils,

you can use umfpack to solve this. Thanks to Nathan Bell, you can get 
the actual L, U factors if you need them, too.

r.


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