[SciPy-user] solve for symetric matrix ?

Nils Wagner nwagner@iam.uni-stuttgart...
Thu Apr 26 04:20:03 CDT 2007


fred wrote:
> Nils Wagner a écrit :
>   
>> Hi Fred,
>>
>> Yes.
>> See
>> http://en.wikipedia.org/wiki/Cholesky_decomposition#Computing_the_Cholesky_decomposition
>>   
>>     
> Thanks Nils !
>
>   
Hi Fred,

If you can't believe it run the attached script.
I get
python -i cholesky_lu.py
Elapsed time LU 0.291770935059
Residual 1.65732165386e-14
Elapsed time Cholesky 0.210819959641
Residual 1.8009241117e-14



Nils

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