Next: Arguments
Up: Symmetric/Hermitian Positive Definite Linear
Previous: LA_POSV
  Contents
  Index
LA_POSV computes the solution to a linear system of equations
, where
is
real symmetric or complex Hermitian and, in either case, positive definite,
and where
and
are rectangular matrices or vectors.
The Cholesky decomposition is used to factor
as
where
is an upper triangular matrix and
is a lower
triangular matrix
(
). The factored form of
is then used to solve the above system.
Susan Blackford
2001-08-19