Function cholesky_solve (o2scl_linalg)¶
-
template<class
mat_t
, classvec_t
, classvec2_t
>
voido2scl_linalg
::
cholesky_solve
(const size_t N, const mat_t &LLT, const vec_t &b, vec2_t &x)¶ Solve a symmetric positive-definite linear system after a Cholesky decomposition.
Given the Cholesky decomposition of a matrix A in
LLT
, this function solves the systemA*x=b
.