SparseCholeskySolve Method |
Namespace: Imsl.Math
Exception | Condition |
---|---|
NotSPDException | is thrown when the input matrix is not symmetric, positive definite. |
This method solves the linear system , where A is symmetric 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.