[SciPy-dev] cholesky decomposition for banded matrices
jonathan.taylor at stanford.edu
Tue Nov 21 13:46:55 CST 2006
A week or so ago, I asked about generalized eigenvalue problems for
banded matrices -- turns out all I needed was a Cholesky decomposition.
I added support for banded cholesky decomposition and solution of banded
linear systems with Hermitian or symmetric matrices in scipy.linalg with
some tests. The tests are not as exhaustive as they should be....
Patch is attached.
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