I've uploaded a new version of my LinearAlgebra patch that adds a Cholesky decomposition routine (cholesky_decomposition), as per Frederik's request. -Jeff On Fri, 31 Aug 2001, Fredrik Stenberg wrote:

You read my mind......

;))

/fredriks

------- Ursprungligt meddelande ------- Fr�n: jsw@cdc.noaa.gov Datum: Fri, 31 Aug 2001 08:32:01 -0700

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Fredrik: I could easily add this to the LinearAlgebra patches I've just submitted. Are you thinking of an interface to the lapack routine dpotrf (cholesky factorization of a real symmteric pos definite matrix), or something else?

-Jeff

--------------------------------------- Hi..

Has anyone written a Cholesky factorization for general matrices?

Any package out there?

The only one i know of is the python wrappers around lapack (pylapack).

I could write it myself, but i prefer to be lazy ;))

/fredriks

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