Date: Apr 10, 2013 11:24 AM
Author: Steven Lord
Subject: Re: Lapack spptrf function



"Francesco Perrone" <francesco86perrone@yahoo.it> wrote in message
news:kk17ao$o6s$1@newscl01ah.mathworks.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.

--
Steve Lord
slord@mathworks.com
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