# Evgenii B. Rudnyi, http://MatrixProgramming.com from numpy import * from scipy.linalg import * a = array( [[-2, 1, 0, 0], [1, -2, 1, 0], [0, 1, -2, 1], [0, 0, 1, -2]]) fac = cho_factor(-a) print cho_solve(fac, array([2,1,1,2]))