Boost compressed-matrix & Chlesky factorization & BLAS/LAPACK

Question

I'd like to solve the following steps:

• fill a boost::numeric::ublas::compressed_matrix;

• now, I'd need to apply Cholesky factorization.

  • However, there is no such boost's function. So I started looking for another library - I was thinking about BLAS or a kind LAPACK libs. But, although there are algorithms I'd need, how to bind boost::numeric::ublas::compressed_matrix with a BLAS or LAPACK's function/algorithm? Is there such a way?

• Finally, I'd need to solve 'Ax=b', where 'A' is boost's compressed_matrix factorized by Cholesky algorithm. So how to solve 'x' with use of boost's and/or LAPACK's algorithm(s) or function(s)?

Thanks in advance.

LuP