Computes the solution of a sparse Hermitian positive definite system of linear equations .
Complex
vector of length equal to the order of matrix A containing the right-hand side. A Complex
vector of length equal to the order of matrix A containing the solution of the system .
This method solves the linear system , where A is Hermitian positive definite. The solution is obtained in several steps:
By default this method implements all of the above steps. The factorizations are retained for later use by subsequent solves. By choosing appropriate methods within this class, the computation can be reduced to the solution of the system for a given or precomputed symbolic or numeric factor.
Exception Type | Condition |
---|---|
NotSPDException | is thrown when the input matrix is not Hermitian, positive definite. |
ComplexSparseCholesky Class | Imsl.Math Namespace