[SciPy-user] calling scipy methods from fortran code...
Tue Jul 3 10:14:07 CDT 2007
> Dominique Orban a écrit :
>> The de-facto standard for solving symmetric indefinite linear systems is a
>> package called MA27 from the Harwell Subroutine Library. This one is available
>> for free for non-commercial and research projects
> I read on the nlpy page that MA27 is for sparse matrices.
> My matrices are not sparse, but dense.
> Should I still use it ?
If they are not too large, you certainly can use it. Otherwise, you can try
Lapack routines that perform a Bunch-Parlett (or Bunch-Kaufmann) factorization.
That factorization is often written L B L^T, by contrast with L D L^T which is
the Cholesky factorization. The differences between the two are that
1) there is no sense trying to compute the L D L^T factorization of a symmetric
indefinite matrix. This Cholesky factorization is only defined for symmetric
positive definite matrices.
2) The B differs from the D in that it is block diagonal with blocks of order at
most 2 along the diagonal.
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