cholsolve


function cholsolve(L:RealMatrixLike, y:RealScalarLike) -> RealMatrixLike

Matrix-scalar solve via the Cholesky factorization.

  • L Lower-triangular Cholesky factor L of the symmetric positive definite matrix S = LL^\top.
  • y Scalar y.

Returns Solution of B in SB = LL^\top B = Iy.

function cholsolve(L:RealMatrixLike, y:RealVectorLike) -> RealVectorLike

Matrix-vector solve via the Cholesky factorization.

  • L Lower-triangular Cholesky factor L of the symmetric positive definite matrix S = LL^\top.
  • y Vector y.

Returns Solution of x in Sx = LL^\top x = y.

function cholsolve(L:RealMatrixLike, y:RealMatrixLike) -> RealMatrixLike

Matrix-matrix solve via the Cholesky factorization.

  • L Lower-triangular Cholesky factor L of the symmetric positive definite matrix S = LL^\top.
  • C Matrix C.

Returns Solution of B in SB = LL^\top B = C.