##
CHOLSOL

The
CHOLSOL
function
returns an *
n*
-element vector containing the solution to the set of linear equations *
Ax = b*
, where *
A*
is the positive-definite symmetric array returned by the CHOLDC procedure.

CHOLSOL is based on the routine ```
cholsl
```

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.

###
Calling Sequence

result = CHOLSOL(*
A, P, B*
)

###
Arguments

####
A

An *
n*
by *
n*
positive-definite symmetric array, as output by CHOLDC. Only the lower triangle of *
A*
is accessed.

####
P

The diagonal elements of the Cholesky factor *
L*
, as computed by CHOLDC.

####
B

An *
n*
-element vector containing the right-hand side of the equation.

###
Keywords

####
DOUBLE

Set this keyword to force the computation to be done in double-precision arithmetic.

###
Example

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)

IDL prints:

-0.499998 -1.00000 0.500000

The exact solution vector is [-0.5, -1.0, 0.5].