Cholesky factorization
rif <[email protected]>
| Newsgroups | gmane.lisp.matlisp.user |
|---|---|
| Message-ID | <[email protected]> |
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