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Re: Calling LAPACK's dpotri from Octave ?
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From: |
Kai Torben Ohlhus |
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Subject: |
Re: Calling LAPACK's dpotri from Octave ? |
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Date: |
Wed, 19 Feb 2020 19:43:55 +0900 |
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User-agent: |
Mozilla/5.0 (X11; Linux x86_64; rv:68.0) Gecko/20100101 Thunderbird/68.5.0 |
On 2/19/20 7:02 PM, Julien Bect wrote:
> 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
>
Some "grep" in the Octave sources [2,3,4] shows, that "chol2inv" [1]
should almost directly call "dpotri", of course with some dimension and
type checking.
HTH,
Kai
[1] https://octave.org/doc/v5.2.0/XREFchol2inv.html
[2]
https://hg.savannah.gnu.org/hgweb/octave/file/ff3b8b21a890/liboctave/numeric/chol.cc#l70
[3]
https://hg.savannah.gnu.org/hgweb/octave/file/ff3b8b21a890/liboctave/numeric/chol.cc#l242
[4]
https://hg.savannah.gnu.org/hgweb/octave/file/ff3b8b21a890/libinterp/corefcn/chol.cc#l548