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Re: Calling LAPACK's dpotri from Octave ?

From: Julien Bect
Subject: Re: Calling LAPACK's dpotri from Octave ?
Date: Wed, 19 Feb 2020 12:00:00 +0100
User-agent: Mozilla/5.0 (X11; Linux x86_64; rv:68.0) Gecko/20100101 Thunderbird/68.5.0

Le 19/02/2020 à 11:43, Kai Torben Ohlhus a écrit :
On 2/19/20 7:02 PM, Julien Bect wrote:
Hi all,

Suppose I have a real square matrix U, double precision, upper triangular.

I need to compute the inverse of A = U' U (in other words, U is the
upper-triangular Cholesky factor of A).

Is there a way to do so efficiently from Octave, for instance by calling
LAPACK's dpotri procedure ?


Some "grep" in the Octave sources [2,3,4] shows, that "chol2inv" [1]
should almost directly call "dpotri", of course with some dimension and
type checking.


Oh, thank you very much !

I don't know why I didn't find chol2inv before, sorry for the noise...

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