Scipy Sparse Matrixes and Linear Algebra

If you need to do a LU decomposition of a Scipy Sparse Matrix (pretty useful for solving systems of differential equations), keep in mind that Cholesky decomposition is generally more stable and rapid for the Hermitian Symmetric positive definite matrixes. In my case, the default LU decompsition method from scipy.sparse.linalg was failing because of the procedural problems.

However you cannot just apply Numpy.linalg.cholesky because the a scipy.sparse.lil_matrix is seen as a linked list and is not a 2D matrix. A solution for this is to use the cholesky decomposition from the scikit.sparse module