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
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