vsip_dcholsol_p - Solve Linear Systems Using Cholesky Decomposition

Core

6.4.5 vsip_dcholsol_p - Solve Linear Systems Using Cholesky Decomposition

int vsip_cholsol_f(const vsip_chol_f *chold, const vsip_mview_f *a); 
int vsip_ccholsol_f(const vsip_cchol_f *chold, const vsip_cmview_f *a);

Description

This function solves linear systems of equations using a previously computed Cholesky decomposition. It solves the system $AX =B$ where $A$ is a symmetric positive definite matrix that has been decomposed using vsip_dchold_p .

The function uses the Cholesky decomposition $T A = LL$ (or $T A =U U$ , $H A =U U$ ) to efficiently solve the linear system by performing forward and backward substitution on the triangular factors.

Parameters

const vsip_dchol_p* chold: Pointer to the Cholesky decomposition object containing a previously computed decomposition.
const vsip_dmview_p* a: On input, contains the right-hand side matrix $B$ . On output, contains the solution matrix $X$ . The matrix should have dimensions $n× k$ where $A$ is $n× n$ and $k$ is the number of right-hand sides.

Return Value

Returns 0 on success.
Returns a non-zero value on error

Notes

The Cholesky decomposition must have been previously computed using vsip_dchold_p .

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