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| From: | Julien Bect |
| Subject: | Calling LAPACK's dpotri from Octave ? |
| Date: | Wed, 19 Feb 2020 11:02:52 +0100 |
| User-agent: | Mozilla/5.0 (X11; Linux x86_64; rv:68.0) Gecko/20100101 Thunderbird/68.5.0 |
Hi all, Suppose I have a real square matrix U, double precision, upper triangular.I need to compute the inverse of A = U' U (in other words, U is the upper-triangular Cholesky factor of A).
Is there a way to do so efficiently from Octave, for instance by calling LAPACK's dpotri procedure ?
@++ Julien
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