Re: Cholesky factorization

Sorry, I should've responded sooner, I've been busy with some other
things.  I was actually just looking at the LAPACK documentation when
your mail came in.

Nicholas Neuss' suggestion allows me to work reasonably.  Exposing the
Cholesky operations directly would save about a factor of 2 in
computational costs and I believe be more numerically stable.  It
doesn't seem critically important though.

I assume it would be a lot of work to expose the ability to do work in
single-precision floating point rather than double?

rif