[SciPy-user] Sparse factorisation

[Gael Varoquaux]

On Fri, May 01, 2009 at 04:27:57PM +0200, Robert Cimrman wrote:
> I have completely forgotten that Nathan added lu() method to the 
> UmfpackContext class, that returns all the L, U, P, Q, R matrices.

> from scipy.sparse.linalg.dsolve import umfpack
> uc = umfpack.UmfpackContext()
> uc.lu(a)

> Is it what you need?

It is indeed (well almost). This is why fixing umfpack was important to
me. And with my patch we now also have an option for users that do not
have umfpack installed.

Now, what I really need, is the same thing for a Cholesky, and there is
a relationship between sparse LU and sparse Choleski (google symamd), so
I'll move forward from that.

I must worry about other things, now, I spent way too much time
understanding all this, and tomorrow I am leaving for a week...

Thanks for your input,

Gaël