Re: [ublas] Cholesky factorization

From: Benjamin Sobotta (mayday_at_[hidden])
Date: 2007-03-19 12:43:30

> 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_at_[hidden])
> 

Hi!

>From a performance point of view it is adviseable to use the boost::bindings library to link against some optimized version of LAPACK, i.e. ATLAS.

HTH,

Benjamin

http://math-atlas.sourceforge.net/

http://news.tiker.net/software/boost-bindings