Re: Cholesky factorization

Yes, R\t means solve this matrix, but Matlab/Octave are able to take
advantage of the fact that R is upper or lower triangular, so solving
each triangular system takes O(n^2) rather than O(n^3) operations (you
pay the O(n^3) once when you factor the matrix).

I guess I'm a little confused.  If we don't already have operations
like this, what's the point of exposing LU from Lapack?  AFAIK, the
reason to do an LU decomposition is so that I can then use it to solve
systems in time O(n^2)...

rif

> If R\t means R^(-1)*t, the (m/ t r) will do that.  However, I think
> that's probably rather expensive because it probably will use Gaussian
> elimination to solve this set of equations.  Some other special
> routine from LAPACK should probably be used.
> 
> Will have to dig through LAPACK....
> 
> Ray