| MF_CholeskyLsolve
| MD_CholeskyLsolve |
ME_CholeskyLsolve |
| MF_CholeskyRsolve |
MD_CholeskyRsolve |
ME_CholeskyRsolve |
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| Function | solve a symmetric linear system MA * X = B, where MA has already been decomposed into ML or MR form by Cholesky decomposition |
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| Syntax C/C++ | #include <MFstd.h>
void MF_CholeskyLsolve( fVector X, fMatrix ML, fVector B, ui len );
void MF_CholeskyRsolve( fVector X, fMatrix MR, fVector B, ui len ); |
| C++ MatObj | #include <OptiVec.h>
void vector<T>::CholeskyLsolve( const matrix<T>& ML, const vector<T>& B );
void vector<T>::CholeskyRsolve( const matrix<T>& MR, const vector<T>& B ); |
| Pascal/Delphi | uses MFstd;
procedure MF_CholeskyLsolve( X:fVector; ML:fMatrix; B:fVector; len:UIntSize );
procedure MF_CholeskyRsolve( X:fVector; MR:fMatrix; B:fVector; len:UIntSize ); |
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| Description | The linear system MA * X = B is solved for the vector X. Instead of MA itself, MF_CholeskyLsolve expects the ML decomposed form of MA as the input matrix ML, as output by MF_CholeskyLdecompose. Likewise, MF_CholeskyRsolve expects MR coming from MF_CholeskyRdecompose.
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