[SciPy-Dev] Fast symmetric rank-one Cholesky decomposition update

Sturla Molden sturla.molden at gmail.com
Fri Sep 19 09:16:11 EDT 2014


<josef.pktd at gmail.com> wrote:

> It's in LINPACK but never made it into LAPACK.
> Here is a cython version https://github.com/jcrudy/choldate

The inner loop can be replaced with two calls to BLAS' *axpy subroutines.

Indexing with casts to unsigned int just corrupts the readability.

Sturla




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