Date: Apr 10, 2013 11:24 AM
Author: Steven Lord
Subject: Re: Lapack spptrf function
"Francesco Perrone" <email@example.com> wrote in message
> 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
> 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.
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