[SciPy-user] solving Ax=b, known L: A = L L^T
Tue Aug 28 02:25:12 CDT 2007
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
Documentation of numpy.linalg.solve doesn't say anything.
Afaik MATLAB's '\' determ type of matrix automatically.
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