[SciPy-User] Cholesky problem (I need dtrtrs, not dpotrs)

Sturla Molden sturla@molden...
Thu Jul 8 21:14:21 CDT 2010


Is there any way of getting access to Lapack function dtrtrs or BLAS 
function dtrsm from SciPy? cho_solve does not really do what I want (it 
calls dpotrs). Which by the way is extremely annoying, since 99% of use 
cases for Cholesky (at least in statistics) require solving U'X = Y, not 
U'UX = Y as cho_solve do. Goloub & van Loan does not even bother to 
mention the dpotrs algorithm.

Sturla





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