GenericDecompositionOperations<T>.CholeskySolve Method

Definition

Namespace: Extreme.Mathematics.LinearAlgebra.Implementation
Assembly: Extreme.Numerics.Generic (in Extreme.Numerics.Generic.dll) Version: 8.1.4

Overload List

CholeskySolve(MatrixTriangle, Int32, Int32, Array2D<T>, Array2D<T>, Int32)

Solves a system of linear equations A*X = B with a symmetric positive definite matrix A using the Cholesky factorization A = UT*U or A = L*LT computed by DPOTRF.

CholeskySolve(MatrixTriangle, Int32, Int32, Array2D<Complex<T>>, Array2D<Complex<T>>, Int32) Solves a hermitian system of equations.

CholeskySolve(MatrixTriangle, Int32, Int32, Array2D<T>, Array2D<T>, Int32)

Solves a system of linear equations A*X = B with a symmetric positive definite matrix A using the Cholesky factorization A = UT*U or A = L*LT computed by DPOTRF.

C# 
public override void CholeskySolve(
	MatrixTriangle storedTriangle,
	int n,
	int nrhs,
	Array2D<T> a,
	Array2D<T> b,
	out int info
)

Parameters

storedTriangle  MatrixTriangle
            = 'U':  Upper triangle of A is stored;
            = 'L':  Lower triangle of A is stored.
n  Int32
            The order of the matrix A.  N >= 0.
nrhs  Int32
            The number of right hand sides, i.e., the number of columns
            of the matrix B.  NRHS >= 0.
a  Array2D<T>
            Dimension (LDA,N)
            The triangular factor U or L from the Cholesky factorization
            A = UT*U or A = L*LT, as computed by DPOTRF.
            
            The leading dimension of the array A.  LDA >= max(1,N).
b  Array2D<T>
            Dimension (LDB,NRHS)
            On entry, the right hand side matrix B.
            On exit, the solution matrix X.
            
            The leading dimension of the array B.  LDB >= max(1,N).
info  Int32
info is INTEGER
            = 0:  successful exit
            < 0:  if info = -i, the i-th argument had an illegal value

Remarks

This method corresponds to the LAPACK routine DPOTRS.

CholeskySolve(MatrixTriangle, Int32, Int32, Array2D<Complex<T>>, Array2D<Complex<T>>, Int32)

Solves a hermitian system of equations.
C# 
public override void CholeskySolve(
	MatrixTriangle storedTriangle,
	int n,
	int nrhs,
	Array2D<Complex<T>> a,
	Array2D<Complex<T>> b,
	out int info
)

Parameters

storedTriangle  MatrixTriangle
A MatrixTriangle value that indicates whether the matrix components are stored in the upper or lower triangular part.
n  Int32
The number of rows and columns of the matrix.
nrhs  Int32
The number of right hand sides.
a  Array2D<Complex<T>>
A complex array that contains the elements of the matrix.
b  Array2D<Complex<T>>
A complex array that contains the components of the right-hand side(s).
info  Int32
On return, indicates error conditions.

See Also