NumPy can't currently do this. As horchler said, there has been an open ticket open for this for a while now. It is, however, possible to do it using external libraries. Here I write up how to do it using the Python bindings to the NAG library
http://www.walkingrandomly.com/?p=5303
It should be possible to do something similar using any interface to LAPACK such as the Intel MKL etc.