Function cholesky_solve (o2scl_linalg)

O2scl : Function List

template<class mat_t, class vec_t, class vec2_t>
void o2scl_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 system A*x=b.