[Numpy-discussion] Should cholesky return upper or

[Jon Wright]

> Does it matter whether the lower or upper triangular part is stored? 
> We should just pick one convention and stick with it. That is simpler 
> than, say, ATLAS where the choice is one of the parameters passed to 
> the subroutine. I vote for lower triangular myself, if only because 
> that was my choice last time I implemented a Cholesky factorization.

Wouldn't a keyword argument make more sense, there's a default, but you 
aren't denied access to ATLAS? It matters if you pass the factorisation 
to a legacy code which expects things to be a particular way around.

Jon