[SciPy-user] solving Ax=b, known L: A = L L^T

Dominique Orban dominique.orban@gmail....
Tue Aug 28 08:25:33 CDT 2007


> dmitrey wrote:
> > Hi all,
> > suppose I have a system Ax=b and I know (Cholesky) triangular L: A = L
> L^T
> > what's the simplest way to obtain x now?
> > (I meant python code)
> > is it solve(L^T, solve(L,b))?
> > or I should somehow inform solve() about L is triangular or, maybe, use
> > other func?


You have to use the fact that L is triangular. Writing a solve function with
triangular L is a basic numerical linear algebra 101 exercise. You may want
to get a good book too.

Dominique
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