My goal is to transform a matrix into upper triangular form in Python. I know the function scipy.linalg.lu
will do LU decomposition and get both upper and lower triangular ones. I need to repeat this procedure several times. If there is functions from Scipy
, blas
, or lapack
that compute only upper triangular matrix, the performance of my algorithm will be improved significantly.
Could you please suggest such functions? Thank you so much!
A
, I can get bothU, L
byU, L = scipy.linalg.lu(A)[1: 3]
. I can getU
byU = scipy.linalg.lu(A)[2]
. Even I use the latter, i.e.U = scipy.linalg.lu(A)[2]
, the functionscipy.linalg.lu
still computesL
, which is unnecessary for me and takes more time. I meant to looking for a function that only computesU
. $\endgroup$ – LE Anh Dung Jun 7 '20 at 6:55