Module solve
Expand description
Solving a linear system using the decomposition.
Functionsยง
- Computes the size and alignment of required workspace for solving a linear system defined by a matrix in place, given its Cholesky decomposition.
- Given the Cholesky factor of a matrix $A$ and a matrix $B$ stored in
rhs
, this function computes the solution of the linear system: $$\text{Op}_A(A)X = B.$$ - Computes the size and alignment of required workspace for solving a linear system defined by a matrix out of place, given its Cholesky decomposition.
- 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.
- Given the Cholesky factor of a matrix $A$ and a matrix $B$ stored in
rhs
, this function computes the solution of the linear system: $$\text{Op}_A(A)^\top X = B.$$ - 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.
- Given the Cholesky factor of a matrix $A$ and a matrix $B$ stored in
rhs
, this function computes the solution of the linear system: $$\text{Op}_A(A)^\top X = B.$$ - Given the Cholesky factor of a matrix $A$ and a matrix $B$ stored in
rhs
, this function computes the solution of the linear system: $$\text{Op}_A(A)X = B.$$