[SciPy-user] Sparse factorisation

[Robert Cimrman]

Gael Varoquaux wrote:
> On Fri, May 01, 2009 at 04:27:57PM +0200, Robert Cimrman wrote:
>> I have completely forgotten that Nathan added lu() method to the 
>> UmfpackContext class, that returns all the L, U, P, Q, R matrices.
> 
>> from scipy.sparse.linalg.dsolve import umfpack
>> uc = umfpack.UmfpackContext()
>> uc.lu(a)
> 
>> Is it what you need?
> 
> It is indeed (well almost). This is why fixing umfpack was important to
> me. And with my patch we now also have an option for users that do not
> have umfpack installed.

I see. Then splu() should be updated to interface both the superlu and 
umfpack factorization facilities, similarly to spsolve() and 
factorized() ...

> Now, what I really need, is the same thing for a Cholesky, and there is
> a relationship between sparse LU and sparse Choleski (google symamd), so
> I'll move forward from that.

... and spchol() should be added.

> I must worry about other things, now, I spent way too much time
> understanding all this, and tomorrow I am leaving for a week...

See you here after, then.
cheers,
r.