choleskySolve

choleskySolve(L, b): number[] | number[][]

Defined in: core/linalg.js:198

Solve A x = b (or A X = B) from the Cholesky factor L of A, by forward then back substitution. Passing every right-hand side at once is much cheaper than one call per column when building an inverse.

Parameters

L

number[][] | Matrix

Lower triangular factor

b

number[] | number[][]

Right-hand side vector, or a matrix whose columns are right-hand sides

Returns

number[] | number[][]

Solution, matching b’s shape