From: rif <ri...@MI...> - 2002-11-01 18:33:34
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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 |