From: rif <ri...@MI...> - 2002-10-29 16:14:06
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Nearly all the matrices I work with are positive semidefinite. Does Matlisp have a Cholesky factorization routine? Also, what is the best way to solve a bunch of problems of the form Ax = b, where A is positive semidefinite and the b's are not known ahead of time? In Octave, I would say: R = chol(A); and, once I obtained a b, I would solve via: t = R'\b; x = R\t; What is the Matlisp equivalent to this approach? Cheers, rif |