I just ended up with the following:
--------------
def foo( m ):
    print 'TYPE   ', type(m)
    print 'PARENT ', m.parent()
    print 'MUTABLE', m.is_mutable()
    m[0][0] = m[0][0] / 3.

foo( matrix(RR,2,1,[1.,2.]) )
---------------
which results in
TYPE    <type 'sage.matrix.matrix_generic_dense.Matrix_generic_dense'>
PARENT  Full MatrixSpace of 2 by 1 dense matrices over Real Field with
              53 bits of precision
MUTABLE True
Traceback (click to the left for traceback)
...
ValueError: vector is immutable; please change a copy instead (use
self.copy())

Could somebody please enlighten me to what is going on here?
What do I need to do to rescale entries in m?

thanks,
-gerhard

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