[Matlisp-users] Cholesky

[rif <ri...@MI...>]

Duh.  I looked at the LAPACK manual, then forgot to report.  Assuming
we're storing the entire matrix (note we could also save another
factor of two by using "packed" storage which exploits the symmetry of
the matrix, at the cost of pain through the rest of Matlisp), the
Lapack prefix is PO.  So in double precision, I Cholesky factor with
DPOTRF, solve with DPOTRS, etc.

Cheers,

rif