-element vector containing the solution to the set of linear equations
Ax = b
is the positive-definite symmetric array returned by the CHOLDC procedure.
CHOLSOL is based on the routine
described in section 2.9 of
Numerical Recipes in C: The Art of Scientific Computing
(Second Edition), published by Cambridge University Press, and is used by permission.
result = CHOLSOL(
A, P, B
positive-definite symmetric array, as output by CHOLDC. Only the lower triangle of
The diagonal elements of the Cholesky factor
, as computed by CHOLDC.
-element vector containing the right-hand side of the equation.
Set this keyword to force the computation to be done in double-precision arithmetic.
To solve a positive-definite symmetric system Ax = b:
A = [[ 6.0, 15.0, 55.0], $
[15.0, 55.0, 225.0], $
[55.0, 225.0, 979.0]]
B = [9.5, 50.0, 237.0]
CHOLDC, A, P
PRINT, CHOLSOL(A, P, B)
-0.499998 -1.00000 0.500000
The exact solution vector is [-0.5, -1.0, 0.5].