[SciPy-user] calling scipy methods from fortran code...

Dominique Orban dominique.orban@gmail....
Tue Jul 3 10:14:07 CDT 2007

fred wrote:
> Dominique Orban a écrit :
>> Fred,
>> 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 
>> (http://hsl.rl.ac.uk/archive/hslarchive.html).
> Dominique,
> 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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