[SciPy-User] Ax = b for symmetric positive definite matrix

[Dag Sverre Seljebotn]

On 12/08/2010 04:16 PM, Mathieu Blondel wrote:
> On Wed, Dec 8, 2010 at 10:47 PM, Dag Sverre Seljebotn
> <dagss at student.matnat.uio.no>  wrote:
>
>    
>> It is not supported in SciPy yet, but if you want to play with calling
>> LAPACK directly, this is supported through sppsv/dppsv/cppsv/zppsv. For
>> instance you could modify the scipy/linalg/*.pyf files to include the
>> function, rebuild SciPy. Or, search for "tokyo cython lapack" and play
>> with that.
>>      
> Thanks!
>
> Ideally, I would like to include the relevant Fortran or C files
> directly in my project so that it is easy to compile for other users.
> In this regard, maybe CLAPACK + Cython seem like a better choice than
> LAPACK + f2py?
>    

To have any performance at all you *need* to link to whatever LAPACK the 
user is using (ATLAS, Intel MKL, etc.). The most pain-free way to do 
that currently is to patch/improve SciPy I believe.

Dag Sverre