Re: [Matlisp-users] Cholesky

[Raymond T. <to...@rt...>]

>>>>> "rif" == rif  <ri...@MI...> writes:

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

The various storage formats could be accomodated, but I have somewhat
decided against supporting them.  Once that happens, then you'll want
to add this packed matrix with that packed matrix and expect the
appropriate packed or unpacked result. :-)

For N types of storage methods, we get N^2 possible combinations,
times M different operations, and that's just too many for me to do by
hand. :-)

I would be willing however to support the packed storage formats, but
only as far as matrix-ref is concerned.

However, if you are willing to do the work and contribute code, we'd
be happy to incorporate it. :-)

Ray