[SciPy-user] solve for symetric matrix ?

[Nils Wagner]

fred wrote:
> Nils Wagner a écrit :
>   
>> fred wrote:
>>   
>>     
>>> Nils Wagner a écrit :
>>>   
>>>     
>>>       
>>>> Hi Fred,
>>>>
>>>> Yes.
>>>> See
>>>> http://en.wikipedia.org/wiki/Cholesky_decomposition#Computing_the_Cholesky_decomposition
>>>>   
>>>>     
>>>>       
>>>>         
>>> Thanks Nils !
>>>
>>>   
>>>     
>>>       
>> Hi Fred,
>>
>> If you can't believe it run the attached script.
>>   
>>     
> Oh, I believe you, Nils ! ;-)
>   
>> I get
>> python -i cholesky_lu.py
>> Elapsed time LU 0.291770935059
>> Residual 1.65732165386e-14
>> Elapsed time Cholesky 0.210819959641
>> Residual 1.8009241117e-14
>>   
>>     
> And me :-)
> Elapsed time LU 0.424935102463
> Residual 5.81146345637e-15
> Elapsed time Cholesky 0.253962039948
> Residual 5.74426431766e-15
>
> You titled 'LU' and used solve() method.
>   
Yes solve() is for general matrices and based on an LU factorization.

> Do you mean that solve() use in fact LU decomposition ?
>
> PS : what cpu do you use  (just for comparison ;-)
>
>   
processor       : 0
vendor_id       : AuthenticAMD
cpu family      : 15
model           : 47
model name      : AMD Athlon(tm) 64 Processor 3200+
stepping        : 2
cpu MHz         : 2000.138
cache size      : 512 KB
fpu             : yes
fpu_exception   : yes
cpuid level     : 1
wp              : yes
flags           : fpu vme de pse tsc msr pae mce cx8 apic sep mtrr pge
mca cmov pat pse36 clflush mmx fxsr sse sse2 syscall nx mmxext fxsr_opt
lm 3dnowext 3dnow pni lahf_lm
bogomips        : 4009.73
TLB size        : 1024 4K pages
clflush size    : 64
cache_alignment : 64
address sizes   : 40 bits physical, 48 bits virtual
power management: ts fid vid ttp tm stc

> Cheers,
>
>