I’ve been reading through the ublas archive, trying to figure out the best way to tackle Cholesky factorization. I see that a number of people have come up with custom solutions—have any of those solutions been integrated into ublas? Obviously, it’s preferable to use the functionality if it’s already in the library, rather than cut-and-paste someone else’s code as a custom solution.

Thanks,

--Steve (sgross@sjm.com)