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Pivoted Cholesky decomposition #10785

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pv opened this issue Sep 7, 2019 · 0 comments
Open

Pivoted Cholesky decomposition #10785

pv opened this issue Sep 7, 2019 · 0 comments
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enhancement A new feature or improvement scipy.linalg

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pv commented Sep 7, 2019

gh-10537 added wrappers for LAPACK ?pstrf routines that compute a pivoted Cholesky decomposition.

A high-level interface for these routines was also proposed (and implemented) there, but appeared to need some further discussion, so here's a tracker/reminder issue for this.
@pv pv added enhancement A new feature or improvement scipy.linalg labels Sep 7, 2019
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