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ILinearAlgebraProviderTCholeskySolve Method

Solves A*X=B for X using Cholesky factorization.

Namespace: Altaxo.Calc.Providers.LinearAlgebra
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)
Syntax
C#
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void CholeskySolve(
	T[] a,
	int orderA,
	T[] b,
	int columnsB
)

Parameters

a  T
The square, positive definite matrix A.
orderA  Int32
The number of rows and columns in A.
b  T
On entry the B matrix; on exit the X matrix.
columnsB  Int32
The number of columns in the B matrix.
Remarks
This is equivalent to the POTRF add POTRS LAPACK routines.
See Also