Isn't the Cholesky decomposition by convention an upper triangular matrix? I noticed, by porting Octave code, that linalg.cholesky returns the lower triangular matrix.
References: http://mathworld.wolfram.com/CholeskyDecomposition.html http://www.mathworks.com/access/helpdesk/help/techdoc/ref/chol.html Using Tomcat but need to do more? Need to support web services, security? Get stuff done quickly with pre-integrated technology to make your job easier Download IBM WebSphere Application Server v.1.0.1 based on Apache Geronimo http://sel.as-us.falkag.net/sel?cmd=lnk&kid=120709&bid=263057&dat=121642 _______________________________________________ Numpy-discussion mailing list Numpy-discussion@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/numpy-discussion
