[SciPy-user] Indefinite coefficient matrix

[Robert Cimrman]

Nils Wagner wrote:
> Hi all,
> 
> I wan't to solve a system of linear equations
> 
> A x = b,
> 
> where A is symmetric but indefinite. Thus one cannot use a Cholesky
> factorization L L^T.
> AFAIK one can use an L D L^T - factorization, where D is a diagonal matrix.
> Is this factorization available in numpy/scipy ?

Nils,

you can use umfpack to solve this. Thanks to Nathan Bell, you can get 
the actual L, U factors if you need them, too.

r.