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 Post subject: How can I call SMatrixLDLT in Python?
PostPosted: Sat Sep 06, 2014 8:46 pm 

Joined: Sat Sep 06, 2014 8:39 pm
Posts: 1
I saw from ALGLIB user guide that there is a function SMatrixLDLT doing LDLT decomposition ( However, when I installed ALGLIB (python), I did see where I can call this function. From the online manual ( I didn't see any example of calling that function.

In Python, the functions that starts with "SMatrix" are:
xalglib.smatrixevd xalglib.smatrixrndmultiply
xalglib.smatrixevdi xalglib.smatrixtd
xalglib.smatrixevdr xalglib.smatrixtdevd
xalglib.smatrixgevd xalglib.smatrixtdevdi
xalglib.smatrixgevdreduce xalglib.smatrixtdevdr
xalglib.smatrixrndcond xalglib.smatrixtdunpackq

So my question is: how could I call LDLT decomposition in ALGLIB? Thanks.

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