int matrix_cholesky

(double** a, double* b, int dim, double* x)

Solves a linear equation system, Ax = b, for a symmetric, positiv definit matrix.

Documentation

Solves a linear equation system, Ax = b, for a symmetric, positiv definit matrix.

Parameters:

a - : double matrix
b - : double vector
dim - : dimension of a
x - : double vector, a solution of the system.

Returns:

0 for success; -1 for failure

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