"Francesco Perrone" <firstname.lastname@example.org> wrote in message news:email@example.com... > Hi everybody, > > I have got a question concerning a specific LAPACK function: spptrf. > > spptrf allows for a Cholesky factorization of a given positive definite > symmetric matrix by only input of the upper (respectively lower) > triangular factor, stored as an array. > > Therefore is the given matrix has N*N dimension, spptrf will receive as > input only the N(N+1)/2 independent element stored as uni-dimensional > matrix. > > Now, I've seen that C:\Program Files\MATLAB\R2012a\extern\include\lapack.h > includes spptrf. But can I directly call spptrf?
Why not simply call CHOL?
You could probably write a MEX-file to do this, though there are a few gotchas that you should review in the MEX documentation. But again, if you're looking for the Cholesky decomposition, there's a function in MATLAB for that called CHOL.