[SciPy-user] Solve for symmetric matrix?

Anand Patil anand@soe.ucsc....
Thu Apr 26 11:41:22 CDT 2007


>LINPACK is somewhat outdated. GAMS gives
>http://gams.nist.gov/serve.cgi/Class/D2b1a/
>
>Nils
>  
>

Yeah, I had to get the manual by interlibrary loan. I wasn't familiar 
with GAMS, thanks for the pointer. It's worth noting that many of the 
routines in the GAMS class seem to be from LINPACK, so it's at least 
worth considering even though it's outdated.

The nice thing about DCHDC is it returns actual low-rank Cholesky 
factors for positive semidefinite matrices, so if you try to decompose
[1 1]
[1 1]
you'll essentially get the vector
[1 1]
back. I didn't see anything in the link that does that, they seem to 
mostly be U^T D U factorizations for symmetric indefinite matrices. You 
could get a low-rank Cholesky factor out of that, but it's less direct.

Cheers,
Anand


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