njsmith/scikits-sparse — pull request #1 by jluttine (2012-09-26 18:54:52+00:00)
Title: Sparse inverse

The sparse inverse of sparse symmetric positive definite matrix K is a sparse matrix with the same sparsity structure (symbolically) as K but the non-zero elements are equal to the elements of the inverse of K. This pull request implements the sparse inverse method spinv for class Factor. Also, the documentation and the tests are updated accordingly.

For more details on the sparse inverse, see, for instance:
http://cholmod-extra.readthedocs.org/en/latest/functions.html#sparse-inverse