[SciPy-user] Solve for symmetric matrix?
Thu Apr 26 11:41:22 CDT 2007
>LINPACK is somewhat outdated. GAMS gives
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worth considering even though it's outdated.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
you'll essentially get the vector
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.
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