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template<matrix_order RO, matrix_style RS, typename T , matrix_order PO1, matrix_style PS1, matrix_order PO2, matrix_style PS2>
Solve for x via backward substitution, using Cholesky decomposition.
This function solves the system of equations via backward substitution and Cholesky decomposition. A must be a symmetric positive definite matrix for this method to work. This function calls cholesky() to perform the decomposition.
- Parameters:
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A | A symmetric positive definite matrix. |
b | A column vector with as many rows as A. |
- See also:
- chol_solve(const Matrix<T,PO1,PS1>&, const Matrix<T,PO2,PS2>&, const Matrix<T,PO3,PS3>&)
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cholesky(const Matrix<T, PO, PS>&)
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lu_solve (const Matrix<T,PO1,PS1>&, const Matrix<T,PO2,PS2>&, const Matrix<T,PO3,PS3>&, const Matrix<T,PO4,PS4>&, const Matrix<unsigned int, PO5, PS5>&)
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lu_solve (Matrix<T,PO1,PS1>, const Matrix<T,PO2,PS2>&)
- Exceptions:
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