[SciPy-User] Cholesky problem (I need dtrtrs, not dpotrs)
Sturla Molden
sturla at molden.no
Thu Jul 8 22:14:21 EDT 2010
Is there any way of getting access to Lapack function dtrtrs or BLAS
function dtrsm from SciPy? cho_solve does not really do what I want (it
calls dpotrs). Which by the way is extremely annoying, since 99% of use
cases for Cholesky (at least in statistics) require solving U'X = Y, not
U'UX = Y as cho_solve do. Goloub & van Loan does not even bother to
mention the dpotrs algorithm.
Sturla
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