[SciPy-user] solve for symetric matrix ?

[Robert Cimrman]

Nils Wagner wrote:
> 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.
> 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
> ...
> t_0 = time.time()
> x_lu = linalg.solve(A,b)

In [7]:linalg.solve?
Definition:     la.solve(a, b, sym_pos=0, lower=0, overwrite_a=0,
overwrite_b=0, debug=0)
Docstring:
    solve(a, b, sym_pos=0, lower=0, overwrite_a=0, overwrite_b=0) -> x
    ...
      sym_pos -- Assume a is symmetric and positive definite.

In [8]:scipy.__version__
Out[8]:'0.5.3.dev2935'

Have you tried sym_pos=True? solve should then use Cholesky...

r.