choleskySolve
choleskySolve(
L,b):number[]
Defined in: cholesky.js:48
Solve A x = b given the Cholesky factor L of A (A = L L^T), by forward substitution (L y = b) then back substitution (L^T x = y).
Parameters
L
number[][]
Lower triangular factor from cholesky()
b
number[]
Right-hand side vector
Returns
number[]