Module extendr_api::prelude::modules::cholesky::llt::solve

Solving a linear system using the decomposition.

Functions

• solve_in_place_req
  Computes the size and alignment of required workspace for solving a linear system defined by a matrix in place, given its Cholesky decomposition.
• solve_in_place_with_conj
  Given the Cholesky factor of a matrix $A$ and a matrix $B$ stored in rhs, this function computes the solution of the linear system: $$\text{Op}_A(A)X = B.$$
• solve_req
  Computes the size and alignment of required workspace for solving a linear system defined by a matrix out of place, given its Cholesky decomposition.
• solve_transpose_in_place_req
  Computes the size and alignment of required workspace for solving a linear system defined by the transpose of a matrix in place, given its Cholesky decomposition.
• solve_transpose_in_place_with_conj
  Given the Cholesky factor of a matrix $A$ and a matrix $B$ stored in rhs, this function computes the solution of the linear system: $$\text{Op}_A(A)^\top X = B.$$
• solve_transpose_req
  Computes the size and alignment of required workspace for solving a linear system defined by the transpose of a matrix out of place, given its Cholesky decomposition.
• solve_transpose_with_conj
  Given the Cholesky factor of a matrix $A$ and a matrix $B$ stored in rhs, this function computes the solution of the linear system: $$\text{Op}_A(A)^\top X = B.$$
• solve_with_conj
  Given the Cholesky factor of a matrix $A$ and a matrix $B$ stored in rhs, this function computes the solution of the linear system: $$\text{Op}_A(A)X = B.$$