I found Lapack linear set solvers for a general banded matrix and symmetric positive definite banded matrix. However I did not find a solver for a banded symmetric matrix, which is not necessarily positive definite
Dear Igor Ravve,
I suggest you to see links and attached fies on topic.
https://cvxopt.org/userguide/lapack.html
https://cvxopt.org/userguide/intro.html
https://cvxopt.readthedocs.io/en/latest/
Best regards
would make little sense, since in case of nonpositive definiteness pivoting
would be necessary anyway for guaranteeing stability, and e.g. a symmetric
but non positive definite decomposition (like bunch-parlett) would by far
destroy sparsity.
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