IMSL C# Numerical Library

Cholesky.Solve Method 

Solve Ax = b where A is a positive definite matrix with elements of type double.

public double[] Solve(
   double[] b
);

Parameters

b
A double array containing the right-hand side of the linear system.

Return Value

A double array containing the solution to the system of linear equations.

See Also

Cholesky Class | Imsl.Math Namespace