ComplexSparseCholesky.Solve Method |
Namespace: Imsl.Math
Exception | Condition |
---|---|
NotSPDException | is thrown when the input matrix is not Hermitian, positive definite. |
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.